+707.7%
BE vs FSLR
+224.5%
+483.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -1.5% |
| 7D | +20.5% | -12.0% | +32.5% | +30.3% |
| 30D | -23.4% | -7.7% | -15.7% | -19.9% |
| 3M | -14.9% | -24.0% | +9.2% | +0.4% |
| 6M | -28.1% | -24.4% | -3.6% | -15.0% |
| YTD | +132.4% | -34.0% | +166.4% | +194.0% |
| 1Y | +59.4% | -35.6% | +94.9% | +107.3% |
| 3Y | +1,815.8% | +28.7% | +1,787.2% | +1,244.8% |
| 5Y | +491.3% | +55.3% | +436.0% | +205.1% |
| All | +707.7% | +224.5% | +483.2% | +80.1% |
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