+16.4%
FSLR vs EVRG
+72.7%
-56.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | +6.8% | +0.9% | +5.9% | +6.6% |
| 30D | -14.7% | -0.5% | -14.2% | -14.6% |
| 3M | -22.6% | +1.5% | -24.1% | -23.2% |
| 6M | +12.7% | +1.2% | +11.5% | +11.6% |
| YTD | -18.4% | +16.3% | -34.7% | -22.7% |
| 1Y | +4.9% | +20.3% | -15.3% | -1.9% |
| 3Y | +16.4% | +72.3% | -55.9% | -18.5% |
| All | +16.4% | +72.7% | -56.3% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling