-26.0%
FSLR vs ELF
-3.2%
-22.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.5% |
| 7D | +10.3% | -1.5% | +11.9% | +10.4% |
| 30D | +10.4% | +9.5% | +0.9% | +9.9% |
| 3M | -20.2% | +29.4% | -49.5% | -21.4% |
| 6M | -8.0% | +83.7% | -91.7% | -10.8% |
| YTD | -25.5% | +49.4% | -75.0% | -27.6% |
| 1Y | -26.0% | -3.9% | -22.0% | -25.6% |
| All | -26.0% | -3.2% | -22.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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