+526.6%
FSLR vs ESI
+302.8%
+223.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.0% |
| 7D | +15.3% | -8.5% | +23.9% | +19.2% |
| 30D | +11.7% | -15.7% | +27.3% | +19.1% |
| 3M | -17.6% | -18.2% | +0.6% | -11.4% |
| 6M | -7.7% | -28.8% | +21.1% | +4.7% |
| YTD | -23.0% | +26.3% | -49.3% | -32.1% |
| 1Y | -26.0% | +18.2% | -44.3% | -33.0% |
| 3Y | +36.9% | +68.1% | -31.2% | +4.8% |
| 5Y | +72.9% | +28.8% | +44.2% | +44.0% |
| All | +526.6% | +302.8% | +223.8% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling