+85.4%
BE vs FSLR
-35.9%
+121.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | +10.8% | -14.8% | +25.6% | +22.8% |
| 30D | -19.8% | -4.3% | -15.5% | -18.4% |
| 3M | -18.7% | -23.4% | +4.7% | -3.9% |
| 6M | -33.7% | -26.9% | -6.8% | -20.0% |
| YTD | +121.0% | -34.4% | +155.3% | +169.3% |
| 1Y | +85.4% | -33.2% | +118.6% | +115.8% |
| All | +85.4% | -35.9% | +121.3% | +115.8% |
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