+123.5%
FSLR vs EFX
-35.1%
+158.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +5.1% |
| 7D | +6.8% | -7.8% | +14.6% | +9.1% |
| 30D | -14.7% | -5.7% | -9.0% | -13.5% |
| 3M | -22.6% | +2.5% | -25.1% | -24.0% |
| 6M | +12.7% | -16.7% | +29.4% | +17.4% |
| YTD | -18.4% | -20.2% | +1.8% | -14.6% |
| 1Y | +4.9% | -31.4% | +36.3% | +15.9% |
| 3Y | +16.4% | -10.5% | +26.9% | +8.5% |
| 5Y | +123.5% | -35.2% | +158.7% | +128.3% |
| All | +123.5% | -35.1% | +158.5% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling