+275.1%
FSLR vs ESI
+224.6%
+50.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.4% | -2.5% |
| 7D | 0.0% | +3.3% | -3.3% | -1.2% |
| 30D | -13.7% | -5.9% | -7.8% | -12.0% |
| 3M | -35.1% | -14.1% | -21.0% | -31.8% |
| 6M | +3.6% | +6.6% | -2.9% | +0.2% |
| YTD | -21.7% | +45.0% | -66.8% | -32.3% |
| 1Y | +1.3% | +41.5% | -40.2% | -11.8% |
| 3Y | +9.7% | +78.8% | -69.1% | -13.1% |
| 5Y | +117.4% | +70.9% | +46.5% | +71.1% |
| 10Y | +435.5% | +317.1% | +118.4% | +200.5% |
| All | +275.1% | +224.6% | +50.5% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling