+108.4%
FSLR vs ELV
+19.4%
+89.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.8% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -14.0% | +6.7% | -20.7% | -14.2% |
| 3M | -16.9% | +3.0% | -19.9% | -17.0% |
| 6M | +4.7% | +48.0% | -43.2% | +2.4% |
| YTD | -20.7% | +20.0% | -40.7% | -21.6% |
| 1Y | +1.7% | +37.9% | -36.2% | +0.1% |
| 3Y | +13.1% | -2.8% | +15.9% | +12.4% |
| 5Y | +108.4% | +24.8% | +83.6% | +94.0% |
| All | +108.4% | +19.4% | +89.0% | +94.0% |
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