+251.7%
BAC vs FSLR
+519.9%
-268.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.7% | +7.0% | +3.0% |
| 7D | +2.0% | +5.3% | -3.3% | +1.1% |
| 30D | -6.9% | +7.8% | -14.7% | -8.1% |
| 3M | -19.6% | -23.4% | +3.8% | -16.5% |
| 6M | -0.5% | -12.9% | +12.4% | +0.3% |
| YTD | -6.6% | -26.7% | +20.0% | -4.1% |
| 1Y | -3.0% | -28.4% | +25.5% | -0.1% |
| 3Y | +97.3% | +44.6% | +52.7% | +67.5% |
| 5Y | +21.9% | +67.9% | -46.1% | -4.8% |
| 10Y | +251.7% | +496.9% | -245.3% | +90.8% |
| All | +251.7% | +519.9% | -268.2% | +90.8% |
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