+52.6%
FSLR vs ESTC
-52.1%
+104.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -14.8% | +2.4% | -17.2% | -15.2% |
| 30D | -4.3% | -4.2% | 0.0% | -3.9% |
| 3M | -23.4% | +2.5% | -25.8% | -24.4% |
| 6M | -26.9% | +81.5% | -108.4% | -34.8% |
| YTD | -34.4% | +16.8% | -51.2% | -37.5% |
| 1Y | -33.2% | -3.5% | -29.8% | -34.3% |
| 3Y | +28.1% | +17.7% | +10.3% | +11.8% |
| All | +52.6% | -52.1% | +104.7% | +34.7% |
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