+13.3%
FSLR vs ELF
-17.1%
+30.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | 0.0% | +5.4% | -5.4% | -0.8% |
| 30D | -13.7% | +27.0% | -40.6% | -16.6% |
| 3M | -35.1% | +113.2% | -148.3% | -41.9% |
| 6M | +3.6% | +36.6% | -32.9% | -1.7% |
| YTD | -21.7% | +44.2% | -66.0% | -27.0% |
| 1Y | +1.3% | -18.0% | +19.3% | +1.9% |
| All | +13.3% | -17.1% | +30.4% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling