+399.1%
BAC vs FSLR
+424.2%
-25.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | -13.7% | +13.3% | +1.7% |
| 3M | +16.9% | -35.1% | +52.0% | +24.2% |
| 6M | +26.6% | +3.6% | +23.0% | +24.3% |
| YTD | +15.8% | -21.7% | +37.5% | +18.1% |
| 1Y | +27.2% | +1.3% | +25.9% | +23.6% |
| 3Y | +132.4% | +9.7% | +122.7% | +109.5% |
| 5Y | +72.6% | +117.4% | -44.8% | +28.3% |
| All | +399.1% | +424.2% | -25.1% | +178.7% |
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