+458.5%
FSLR vs ET
+177.0%
+281.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -7.8% | +2.9% | -10.7% | -8.7% |
| 3M | -22.9% | +16.8% | -39.7% | -27.1% |
| 6M | +4.4% | +18.9% | -14.5% | -2.1% |
| YTD | -20.0% | +37.7% | -57.7% | -28.7% |
| 1Y | +2.8% | +32.4% | -29.6% | -7.2% |
| 3Y | +16.5% | +99.5% | -83.0% | -8.6% |
| 5Y | +110.3% | +244.0% | -133.7% | +37.8% |
| All | +458.5% | +177.0% | +281.5% | +310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling