+713.0%
FSLR vs EL
+599.8%
+113.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.8% |
| 7D | +15.3% | +0.8% | +14.6% | +14.8% |
| 30D | +11.7% | +16.5% | -4.9% | +3.9% |
| 3M | -17.6% | +29.2% | -46.8% | -27.4% |
| 6M | -7.7% | +27.9% | -35.6% | -19.0% |
| YTD | -23.0% | +6.2% | -29.2% | -28.6% |
| 1Y | -26.0% | +27.2% | -53.2% | -37.0% |
| 3Y | +36.9% | +3.2% | +33.6% | +15.7% |
| 5Y | +72.9% | -66.0% | +138.9% | +147.3% |
| 10Y | +519.3% | +58.3% | +460.9% | +226.8% |
| All | +713.0% | +599.8% | +113.2% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling