+105.4%
FSLR vs ET
+242.4%
-137.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.5% | -5.1% |
| 7D | +0.2% | +0.6% | -0.4% | -0.1% |
| 30D | -15.1% | +5.3% | -20.4% | -17.1% |
| 3M | -22.5% | +15.6% | -38.2% | -27.7% |
| 6M | +4.0% | +20.6% | -16.7% | -5.3% |
| YTD | -22.3% | +38.5% | -60.8% | -33.8% |
| 1Y | 0.0% | +35.7% | -35.7% | -14.1% |
| 3Y | +10.9% | +98.4% | -87.5% | -21.6% |
| 5Y | +105.4% | +245.3% | -139.9% | +14.5% |
| All | +105.4% | +242.4% | -137.0% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling