+592.8%
FSLR vs EFX
+497.0%
+95.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -14.8% | -0.8% | -14.0% | -14.4% |
| 30D | -4.3% | +25.1% | -29.4% | -16.0% |
| 3M | -23.4% | +1.7% | -25.0% | -25.1% |
| 6M | -26.9% | +18.4% | -45.3% | -35.8% |
| YTD | -34.4% | -12.5% | -21.9% | -34.3% |
| 1Y | -33.2% | -8.1% | -25.1% | -35.1% |
| 3Y | +28.1% | +4.8% | +23.3% | +6.2% |
| 5Y | +54.5% | -30.1% | +84.6% | +58.7% |
| 10Y | +434.6% | +81.5% | +353.1% | +128.7% |
| All | +592.8% | +497.0% | +95.7% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling