-4.6%
BA vs FSLR
+11.2%
-15.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -11.6% | -13.7% | +2.0% | -9.8% |
| 3M | -2.4% | -35.1% | +32.7% | +3.1% |
| 6M | -6.6% | +3.6% | -10.3% | -7.4% |
| YTD | -2.2% | -21.7% | +19.5% | -0.1% |
| 1Y | -8.0% | +1.3% | -9.3% | -9.3% |
| All | -4.6% | +11.2% | -15.8% | -15.1% |
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