-26.0%
FSLR vs ELV
+42.6%
-68.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +4.2% |
| 7D | +10.3% | +4.8% | +5.6% | +9.8% |
| 30D | +10.4% | +10.1% | +0.4% | +9.4% |
| 3M | -20.2% | +15.4% | -35.5% | -21.1% |
| 6M | -8.0% | +17.7% | -25.7% | -10.2% |
| YTD | -25.5% | +25.7% | -51.2% | -29.1% |
| 1Y | -26.0% | +39.9% | -65.8% | -31.7% |
| All | -26.0% | +42.6% | -68.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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