+9.6%
FSLR vs ESTC
+25.2%
-15.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.1% |
| 7D | 0.0% | -8.1% | +8.1% | +0.6% |
| 30D | -13.7% | +31.7% | -45.3% | -15.8% |
| 3M | -35.1% | +41.1% | -76.1% | -37.1% |
| 6M | +3.6% | +77.1% | -73.4% | -1.5% |
| YTD | -21.7% | +21.7% | -43.4% | -23.2% |
| 1Y | +1.3% | +8.4% | -7.1% | +0.2% |
| All | +9.6% | +25.2% | -15.5% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling