+135.1%
BAC vs FSLR
+11.2%
+123.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | -13.7% | +13.3% | +0.8% |
| 3M | +16.9% | -35.1% | +52.0% | +21.1% |
| 6M | +26.6% | +3.6% | +23.0% | +25.0% |
| YTD | +15.8% | -21.7% | +37.5% | +17.2% |
| 1Y | +27.2% | +1.3% | +25.9% | +24.7% |
| All | +135.1% | +11.2% | +123.9% | +106.9% |
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