+389.6%
BE vs FSLR
-0.5%
+390.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | +0.5% |
| 7D | +23.9% | +0.2% | +23.7% | +23.9% |
| 30D | +27.8% | -15.1% | +43.0% | +42.4% |
| 3M | +3.7% | -22.5% | +26.3% | +23.5% |
| 6M | +78.0% | +4.0% | +74.0% | +72.4% |
| YTD | +209.9% | -22.3% | +232.2% | +249.1% |
| 1Y | +389.6% | 0.0% | +389.6% | +470.1% |
| All | +389.6% | -0.5% | +390.1% | +470.1% |
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 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