+762.0%
FSLR vs EFX
+444.7%
+317.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +6.0% |
| 7D | +6.8% | -7.8% | +14.6% | +11.4% |
| 30D | -14.7% | -5.7% | -9.0% | -12.4% |
| 3M | -22.6% | +2.5% | -25.1% | -25.6% |
| 6M | +12.7% | -16.7% | +29.4% | +19.6% |
| YTD | -18.4% | -20.2% | +1.8% | -13.3% |
| 1Y | +4.9% | -31.4% | +36.3% | +20.6% |
| 3Y | +16.4% | -10.5% | +26.9% | +6.4% |
| 5Y | +123.5% | -35.2% | +158.7% | +139.4% |
| 10Y | +454.3% | +40.2% | +414.2% | +190.5% |
| All | +762.0% | +444.7% | +317.3% | +13.7% |
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