+28.1%
BA vs FSLR
+519.9%
-491.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +0.5% |
| 7D | -1.7% | +5.3% | -7.0% | -2.9% |
| 30D | -9.5% | +7.8% | -17.2% | -11.2% |
| 3M | -26.5% | -23.4% | -3.1% | -22.4% |
| 6M | -27.4% | -12.9% | -14.5% | -26.1% |
| YTD | -20.6% | -26.7% | +6.0% | -16.8% |
| 1Y | -11.4% | -28.4% | +17.0% | -7.0% |
| 3Y | -10.8% | +44.6% | -55.4% | -28.1% |
| 5Y | -21.9% | +67.9% | -89.9% | -44.3% |
| 10Y | +28.1% | +496.9% | -468.8% | -39.5% |
| All | +28.1% | +519.9% | -491.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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