+228.3%
BA vs FSLR
+734.5%
-506.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.1% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -11.6% | -13.7% | +2.0% | -9.5% |
| 3M | -2.4% | -35.1% | +32.7% | +4.8% |
| 6M | -6.6% | +3.6% | -10.3% | -7.8% |
| YTD | -2.2% | -21.7% | +19.5% | +0.7% |
| 1Y | -8.0% | +1.3% | -9.3% | -9.9% |
| 3Y | -5.0% | +9.7% | -14.7% | -13.0% |
| 5Y | -2.7% | +117.4% | -120.1% | -23.7% |
| 10Y | +75.9% | +435.5% | -359.6% | +13.1% |
| All | +228.3% | +734.5% | -506.2% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling