+23.3%
BA vs FSLR
+429.3%
-406.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.1% | -14.8% | +13.7% | +2.5% |
| 30D | -7.1% | -4.3% | -2.8% | -6.5% |
| 3M | -25.5% | -23.4% | -2.2% | -21.4% |
| 6M | -28.7% | -26.9% | -1.8% | -24.5% |
| YTD | -21.0% | -34.4% | +13.4% | -15.2% |
| 1Y | -11.9% | -33.2% | +21.3% | -6.0% |
| 3Y | -16.2% | +28.1% | -44.2% | -30.5% |
| 5Y | -22.4% | +54.5% | -76.9% | -43.7% |
| All | +23.3% | +429.3% | -406.0% | -40.3% |
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