+4.9%
FSLR vs ESTC
+0.7%
+4.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.0% | +4.4% |
| 7D | +6.8% | -4.3% | +11.1% | +6.9% |
| 30D | -14.7% | +17.7% | -32.4% | -15.3% |
| 3M | -22.6% | +42.3% | -64.9% | -23.5% |
| 6M | +12.7% | +64.6% | -51.9% | +11.9% |
| YTD | -18.4% | +17.2% | -35.6% | -16.7% |
| 1Y | +4.9% | -4.2% | +9.1% | +15.8% |
| All | +4.9% | +0.7% | +4.2% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling