+502.1%
FSLR vs ELF
+334.6%
+167.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.9% | +9.2% | +5.1% |
| 7D | +6.8% | -1.2% | +8.0% | +6.9% |
| 30D | -14.7% | +5.9% | -20.6% | -15.7% |
| 3M | -22.6% | +99.5% | -122.1% | -31.2% |
| 6M | +12.7% | +26.5% | -13.8% | +7.1% |
| YTD | -18.4% | +37.2% | -55.5% | -24.1% |
| 1Y | +4.9% | -24.4% | +29.4% | +6.1% |
| 3Y | +16.4% | -23.3% | +39.7% | +10.0% |
| 5Y | +123.5% | +245.2% | -121.7% | +56.7% |
| All | +502.1% | +334.6% | +167.4% | +271.0% |
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