+52.6%
FSLR vs EVRG
+66.7%
-14.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -14.8% | +1.4% | -16.2% | -15.2% |
| 30D | -4.3% | +7.4% | -11.7% | -6.7% |
| 3M | -23.4% | +7.2% | -30.6% | -25.3% |
| 6M | -26.9% | +9.5% | -36.4% | -29.7% |
| YTD | -34.4% | +25.6% | -60.0% | -40.2% |
| 1Y | -33.2% | +20.4% | -53.6% | -38.1% |
| 3Y | +28.1% | +108.8% | -80.8% | -10.0% |
| All | +52.6% | +66.7% | -14.1% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling