+13.3%
FSLR vs EL
-29.8%
+43.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -13.7% | +19.8% | -33.5% | -17.3% |
| 3M | -35.1% | +25.7% | -60.8% | -38.5% |
| 6M | +3.6% | +5.4% | -1.8% | +1.2% |
| YTD | -21.7% | +0.2% | -21.9% | -23.4% |
| 1Y | +1.3% | +20.4% | -19.2% | -5.3% |
| All | +13.3% | -29.8% | +43.1% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling