+496.9%
FSLR vs ELF
+354.8%
+142.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.2% |
| 7D | +5.3% | +7.8% | -2.6% | +3.9% |
| 30D | +7.8% | +9.3% | -1.5% | +6.1% |
| 3M | -23.4% | +21.2% | -44.6% | -26.0% |
| 6M | -12.9% | +96.1% | -109.0% | -22.9% |
| YTD | -26.7% | +57.0% | -83.6% | -33.5% |
| 1Y | -28.4% | +61.9% | -90.3% | -35.5% |
| 3Y | +44.6% | +20.0% | +24.6% | +26.6% |
| 5Y | +67.9% | +284.8% | -216.8% | +14.9% |
| 10Y | +496.9% | +364.2% | +132.7% | +253.5% |
| All | +496.9% | +354.8% | +142.1% | +253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling