+726.4%
FSLR vs EVRG
+608.3%
+118.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.6% |
| 30D | -13.7% | -1.0% | -12.7% | -13.3% |
| 3M | -35.1% | +0.4% | -35.5% | -35.6% |
| 6M | +3.6% | -0.8% | +4.5% | +3.3% |
| YTD | -21.7% | +15.3% | -37.1% | -28.2% |
| 1Y | +1.3% | +17.9% | -16.6% | -8.4% |
| 3Y | +9.7% | +71.9% | -62.2% | -20.9% |
| 5Y | +117.4% | +45.3% | +72.1% | +69.2% |
| 10Y | +435.5% | +113.1% | +322.4% | +185.7% |
| All | +726.4% | +608.3% | +118.1% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling