+72.7%
BAC vs FSLR
+734.5%
-661.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.3% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | -13.7% | +13.3% | +2.8% |
| 3M | +16.9% | -35.1% | +52.0% | +27.8% |
| 6M | +26.6% | +3.6% | +23.0% | +23.3% |
| YTD | +15.8% | -21.7% | +37.5% | +19.1% |
| 1Y | +27.2% | +1.3% | +25.9% | +22.1% |
| 3Y | +132.4% | +9.7% | +122.7% | +101.5% |
| 5Y | +72.6% | +117.4% | -44.8% | +17.2% |
| 10Y | +389.7% | +435.5% | -45.8% | +132.0% |
| All | +72.7% | +734.5% | -661.8% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling