+1.7%
FSLR vs ELV
+36.3%
-34.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -14.0% | +6.7% | -20.7% | -14.3% |
| 3M | -16.9% | +3.0% | -19.9% | -17.1% |
| 6M | +4.7% | +48.0% | -43.2% | -1.4% |
| YTD | -20.7% | +20.0% | -40.7% | -22.7% |
| 1Y | +1.7% | +37.9% | -36.2% | +3.2% |
| All | +1.7% | +36.3% | -34.7% | +3.2% |
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