+592.8%
FSLR vs ELV
+650.5%
-57.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +1.0% | -15.7% | -15.1% |
| 30D | -4.3% | +0.4% | -4.7% | -4.6% |
| 3M | -23.4% | +8.4% | -31.8% | -25.6% |
| 6M | -26.9% | +8.4% | -35.4% | -29.9% |
| YTD | -34.4% | +24.4% | -58.8% | -40.8% |
| 1Y | -33.2% | +33.5% | -66.7% | -41.2% |
| 3Y | +28.1% | -2.1% | +30.1% | +20.3% |
| 5Y | +54.5% | +5.8% | +48.7% | +36.2% |
| 10Y | +434.6% | +268.9% | +165.7% | +134.6% |
| All | +592.8% | +650.5% | -57.8% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling