+453.5%
FSLR vs EVRG
+113.2%
+340.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -14.0% | 0.0% | -14.0% | -14.0% |
| 3M | -16.9% | -1.0% | -15.9% | -16.8% |
| 6M | +4.7% | +1.0% | +3.8% | +4.0% |
| YTD | -20.7% | +15.1% | -35.8% | -24.2% |
| 1Y | +1.7% | +17.6% | -15.9% | -3.5% |
| 3Y | +13.1% | +70.5% | -57.4% | -4.9% |
| 5Y | +108.4% | +48.9% | +59.5% | +81.3% |
| All | +453.5% | +113.2% | +340.2% | +345.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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