-26.0%
FSLR vs ELAN
+13.9%
-39.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.1% |
| 7D | +10.3% | +11.7% | -1.4% | +8.2% |
| 30D | +10.4% | +12.4% | -2.0% | +8.1% |
| 3M | -20.2% | -1.1% | -19.0% | -20.4% |
| 6M | -8.0% | +12.4% | -20.4% | -11.8% |
| YTD | -25.5% | +11.8% | -37.4% | -29.4% |
| 1Y | -26.0% | +12.5% | -38.4% | -30.4% |
| All | -26.0% | +13.9% | -39.8% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling