+74.9%
FSLR vs EL
-66.1%
+141.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.2% |
| 7D | +15.3% | +0.8% | +14.6% | +15.0% |
| 30D | +11.7% | +16.5% | -4.9% | +7.0% |
| 3M | -17.6% | +29.2% | -46.8% | -23.5% |
| 6M | -7.7% | +27.9% | -35.6% | -14.5% |
| YTD | -23.0% | +6.2% | -29.2% | -26.2% |
| 1Y | -26.0% | +27.2% | -53.2% | -32.6% |
| 3Y | +36.9% | +3.2% | +33.6% | +24.2% |
| All | +74.9% | -66.1% | +141.0% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling