+977.1%
BE vs FSLR
+282.6%
+694.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | +0.3% |
| 7D | +23.9% | +0.2% | +23.7% | +23.9% |
| 30D | +27.8% | -15.1% | +43.0% | +41.2% |
| 3M | +3.7% | -22.5% | +26.3% | +23.4% |
| 6M | +78.0% | +4.0% | +74.0% | +73.5% |
| YTD | +209.9% | -22.3% | +232.2% | +256.6% |
| 1Y | +389.6% | 0.0% | +389.6% | +382.0% |
| 3Y | +1,730.6% | +10.9% | +1,719.7% | +1,363.5% |
| 5Y | +1,227.8% | +105.4% | +1,122.4% | +474.3% |
| All | +977.1% | +282.6% | +694.6% | +118.5% |
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