+592.8%
FSLR vs ET
+1,006.4%
-413.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -14.8% | +2.5% | -17.3% | -15.6% |
| 30D | -4.3% | -2.5% | -1.8% | -3.8% |
| 3M | -23.4% | -4.9% | -18.5% | -22.3% |
| 6M | -26.9% | -0.1% | -26.9% | -27.5% |
| YTD | -34.4% | +26.2% | -60.6% | -40.2% |
| 1Y | -33.2% | +25.2% | -58.4% | -39.1% |
| 3Y | +28.1% | +84.2% | -56.1% | +1.5% |
| 5Y | +54.5% | +216.1% | -161.6% | +0.5% |
| 10Y | +434.6% | +160.7% | +273.9% | +235.5% |
| All | +592.8% | +1,006.4% | -413.7% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling