+74.9%
FSLR vs ESTC
-48.9%
+123.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.4% |
| 7D | +15.3% | -11.5% | +26.8% | +17.4% |
| 30D | +11.7% | -7.5% | +19.2% | +12.7% |
| 3M | -17.6% | +23.1% | -40.7% | -21.3% |
| 6M | -7.7% | +75.3% | -83.0% | -17.2% |
| YTD | -23.0% | +14.1% | -37.1% | -26.4% |
| 1Y | -26.0% | -0.6% | -25.5% | -27.7% |
| 3Y | +36.9% | +20.8% | +16.0% | +18.5% |
| All | +74.9% | -48.9% | +123.8% | +54.1% |
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 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