-10.6%
BA vs FSLR
+28.8%
-39.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -2.6% |
| 7D | -0.1% | +10.7% | -10.8% | -1.5% |
| 30D | -9.1% | +8.9% | -18.0% | -10.3% |
| 3M | -28.2% | -17.3% | -10.9% | -26.4% |
| 6M | -23.1% | -10.8% | -12.4% | -22.3% |
| YTD | -20.6% | -25.1% | +4.5% | -18.5% |
| 1Y | -12.7% | -29.4% | +16.7% | -10.0% |
| All | -10.6% | +28.8% | -39.4% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling