+335.3%
FSLR vs ESTC
+31.2%
+304.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.5% |
| 7D | 0.0% | -8.1% | +8.1% | +1.7% |
| 30D | -13.7% | +31.7% | -45.3% | -19.5% |
| 3M | -35.1% | +41.1% | -76.1% | -40.4% |
| 6M | +3.6% | +77.1% | -73.4% | -10.5% |
| YTD | -21.7% | +21.7% | -43.4% | -27.2% |
| 1Y | +1.3% | +8.4% | -7.1% | -4.0% |
| 3Y | +9.7% | +23.6% | -13.9% | -8.6% |
| 5Y | +117.4% | -46.5% | +163.8% | +112.1% |
| All | +335.3% | +31.2% | +304.1% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling