+442.6%
FSLR vs ELV
+258.8%
+183.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.5% |
| 7D | +0.2% | -2.2% | +2.4% | +0.7% |
| 30D | -15.1% | -0.2% | -14.9% | -15.1% |
| 3M | -22.5% | -6.1% | -16.4% | -21.9% |
| 6M | +4.0% | +42.8% | -38.9% | -4.2% |
| YTD | -22.3% | +14.4% | -36.6% | -25.3% |
| 1Y | 0.0% | +28.6% | -28.6% | -6.4% |
| 3Y | +10.9% | -7.4% | +18.3% | +8.7% |
| 5Y | +105.4% | +14.5% | +90.9% | +84.3% |
| All | +442.6% | +258.8% | +183.8% | +186.7% |
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 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