+418.1%
FSLR vs ELV
+268.6%
+149.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +1.0% | -15.7% | -15.0% |
| 30D | -4.3% | +0.4% | -4.7% | -4.4% |
| 3M | -23.4% | +8.4% | -31.8% | -24.6% |
| 6M | -26.9% | +8.4% | -35.4% | -28.5% |
| YTD | -34.4% | +24.4% | -58.8% | -37.9% |
| 1Y | -33.2% | +33.5% | -66.7% | -37.7% |
| 3Y | +28.1% | -2.1% | +30.1% | +24.6% |
| 5Y | +54.5% | +5.8% | +48.7% | +44.2% |
| All | +418.1% | +268.6% | +149.5% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling