+233.0%
BAC vs FSLR
+464.2%
-231.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -1.9% | -8.4% | +6.6% | -0.6% |
| 30D | -7.2% | -0.9% | -6.3% | -7.2% |
| 3M | -20.4% | -26.1% | +5.6% | -17.0% |
| 6M | +1.3% | -23.6% | +24.9% | +4.2% |
| YTD | -6.4% | -31.8% | +25.4% | -2.8% |
| 1Y | -3.5% | -32.6% | +29.1% | +0.2% |
| 3Y | +96.7% | +33.0% | +63.7% | +69.2% |
| 5Y | +20.6% | +56.8% | -36.2% | -4.9% |
| 10Y | +233.0% | +455.6% | -222.5% | +82.0% |
| All | +233.0% | +464.2% | -231.1% | +82.0% |
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 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