+454.3%
FSLR vs EL
+31.4%
+423.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.0% |
| 7D | +6.8% | +1.7% | +5.1% | +6.2% |
| 30D | -14.7% | +15.5% | -30.2% | -19.1% |
| 3M | -22.6% | +20.6% | -43.1% | -27.6% |
| 6M | +12.7% | +10.5% | +2.2% | +7.2% |
| YTD | -18.4% | -1.9% | -16.5% | -20.3% |
| 1Y | +4.9% | +16.1% | -11.1% | -4.0% |
| 3Y | +16.4% | -30.2% | +46.6% | +20.0% |
| 5Y | +123.5% | -67.4% | +190.8% | +209.4% |
| 10Y | +454.3% | +31.2% | +423.1% | +263.5% |
| All | +454.3% | +31.4% | +423.0% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling