+31.8%
BA vs FSLR
+498.1%
-466.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.1% |
| 7D | +1.1% | +15.3% | -14.3% | -2.2% |
| 30D | -7.9% | +11.7% | -19.6% | -10.4% |
| 3M | -25.3% | -17.6% | -7.7% | -22.4% |
| 6M | -24.6% | -7.7% | -16.9% | -24.2% |
| YTD | -20.1% | -23.0% | +2.9% | -17.2% |
| 1Y | -11.8% | -26.0% | +14.3% | -8.0% |
| 3Y | -10.1% | +36.9% | -47.0% | -26.2% |
| 5Y | -22.7% | +72.9% | -95.7% | -45.1% |
| All | +31.8% | +498.1% | -466.3% | -38.0% |
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