+411.0%
FSLR vs ELF
+393.8%
+17.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.4% |
| 7D | -2.6% | +6.3% | -8.9% | -3.6% |
| 30D | +1.8% | +8.5% | -6.7% | +0.4% |
| 3M | -24.4% | +24.4% | -48.8% | -27.3% |
| 6M | -17.7% | +94.7% | -112.4% | -27.0% |
| YTD | -30.7% | +55.9% | -86.6% | -37.0% |
| 1Y | -33.6% | +48.4% | -82.0% | -39.2% |
| 3Y | +35.1% | +24.6% | +10.5% | +17.8% |
| 5Y | +63.1% | +285.0% | -222.0% | +12.3% |
| 10Y | +466.4% | +357.2% | +109.2% | +240.8% |
| All | +411.0% | +393.8% | +17.2% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling