+418.1%
FSLR vs ELF
+332.6%
+85.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.2% |
| 7D | -14.8% | +1.6% | -16.4% | -15.0% |
| 30D | -4.3% | +9.1% | -13.4% | -5.7% |
| 3M | -23.4% | +28.2% | -51.6% | -26.7% |
| 6M | -26.9% | +119.5% | -146.5% | -36.4% |
| YTD | -34.4% | +55.2% | -89.5% | -40.4% |
| 1Y | -33.2% | +58.6% | -91.8% | -39.6% |
| 3Y | +28.1% | +21.3% | +6.8% | +12.0% |
| 5Y | +54.5% | +276.2% | -221.7% | +6.3% |
| All | +418.1% | +332.6% | +85.5% | +223.4% |
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