+63.1%
FSLR vs EFX
-31.6%
+94.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.5% | -5.5% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | +1.8% | +29.1% | -27.3% | -5.5% |
| 3M | -24.4% | +4.3% | -28.7% | -25.6% |
| 6M | -17.7% | +7.7% | -25.4% | -20.7% |
| YTD | -30.7% | -12.5% | -18.3% | -29.5% |
| 1Y | -33.6% | -8.8% | -24.8% | -33.6% |
| 3Y | +35.1% | +4.3% | +30.8% | +18.9% |
| 5Y | +63.1% | -29.4% | +92.4% | +54.4% |
| All | +63.1% | -31.6% | +94.7% | +54.4% |
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