+108.4%
FSLR vs ELAN
-31.8%
+140.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.6% |
| 7D | -0.1% | -6.4% | +6.3% | +1.1% |
| 30D | -14.0% | +0.6% | -14.6% | -14.2% |
| 3M | -16.9% | 0.0% | -16.8% | -17.4% |
| 6M | +4.7% | -3.4% | +8.2% | +4.2% |
| YTD | -20.7% | +1.0% | -21.7% | -22.0% |
| 1Y | +1.7% | +24.7% | -23.1% | -4.4% |
| 3Y | +13.1% | +97.2% | -84.2% | -8.2% |
| 5Y | +108.4% | -31.5% | +139.9% | +123.5% |
| All | +108.4% | -31.8% | +140.2% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling