+96.9%
FSLR vs ESTC
-47.6%
+144.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.2% | -9.2% | +11.4% | +3.8% |
| 30D | -7.8% | +8.1% | -15.9% | -9.6% |
| 3M | -22.9% | +38.5% | -61.4% | -27.7% |
| 6M | +4.4% | +57.8% | -53.4% | -4.9% |
| YTD | -20.0% | +10.5% | -30.5% | -22.9% |
| 1Y | +2.8% | -6.4% | +9.2% | +1.7% |
| 3Y | +16.5% | +4.7% | +11.9% | +4.3% |
| All | +96.9% | -47.6% | +144.4% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling