+18.0%
BAC vs FSLR
+70.5%
-52.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | -1.2% | +15.3% | -16.5% | -2.5% |
| 30D | -7.7% | +11.7% | -19.3% | -8.6% |
| 3M | -21.2% | -17.6% | -3.5% | -19.9% |
| 6M | -6.8% | -7.7% | +0.9% | -6.9% |
| YTD | -8.7% | -23.0% | +14.3% | -7.6% |
| 1Y | -5.3% | -26.0% | +20.8% | -3.9% |
| 3Y | +87.4% | +36.9% | +50.6% | +69.6% |
| All | +18.0% | +70.5% | -52.5% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling