-29.7%
FSLR vs ELF
+57.2%
-87.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -4.9% |
| 7D | +5.3% | +7.8% | -2.6% | +4.8% |
| 30D | +7.8% | +9.3% | -1.5% | +7.2% |
| 3M | -23.4% | +21.2% | -44.6% | -24.3% |
| 6M | -12.9% | +96.1% | -109.0% | -15.2% |
| YTD | -26.7% | +57.0% | -83.6% | -29.5% |
| All | -29.7% | +57.2% | -87.0% | -31.8% |
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