+52.6%
FSLR vs ELV
+5.9%
+46.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +1.0% | -15.7% | -14.8% |
| 30D | -4.3% | +0.4% | -4.7% | -4.3% |
| 3M | -23.4% | +8.4% | -31.8% | -23.7% |
| 6M | -26.9% | +8.4% | -35.4% | -27.3% |
| YTD | -34.4% | +24.4% | -58.8% | -35.3% |
| 1Y | -33.2% | +33.5% | -66.7% | -34.3% |
| 3Y | +28.1% | -2.1% | +30.1% | +27.6% |
| All | +52.6% | +5.9% | +46.7% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling