-33.2%
FSLR vs ELV
+34.6%
-67.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +1.0% | -15.7% | -14.9% |
| 30D | -4.3% | +0.4% | -4.7% | -4.4% |
| 3M | -23.4% | +8.4% | -31.8% | -24.0% |
| 6M | -26.9% | +8.4% | -35.4% | -27.8% |
| YTD | -34.4% | +24.4% | -58.8% | -38.8% |
| 1Y | -33.2% | +33.5% | -66.7% | -41.8% |
| All | -33.2% | +34.6% | -67.8% | -41.8% |
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