+55.3%
BE vs FSLR
-24.3%
+79.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.6% | -11.0% | -9.8% |
| 7D | -12.1% | +10.3% | -22.5% | -18.8% |
| 30D | -30.1% | +10.4% | -40.5% | -35.3% |
| 3M | -12.1% | -20.2% | +8.0% | +2.2% |
| 6M | -30.6% | -8.0% | -22.6% | -28.2% |
| YTD | +130.6% | -25.5% | +156.2% | +165.5% |
| 1Y | +55.3% | -26.0% | +81.2% | +81.2% |
| All | +55.3% | -24.3% | +79.5% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling