+726.4%
FSLR vs ET
+1,104.3%
-377.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -13.7% | +7.5% | -21.1% | -15.9% |
| 3M | -35.1% | +11.4% | -46.5% | -37.7% |
| 6M | +3.6% | +18.5% | -14.9% | -3.0% |
| YTD | -21.7% | +37.4% | -59.1% | -30.6% |
| 1Y | +1.3% | +30.9% | -29.7% | -8.7% |
| 3Y | +9.7% | +98.7% | -89.0% | -15.0% |
| 5Y | +117.4% | +230.7% | -113.4% | +39.3% |
| 10Y | +435.5% | +175.6% | +259.9% | +228.1% |
| All | +726.4% | +1,104.3% | -377.9% | +10.4% |
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