+1,616.9%
BE vs FSLR
+32.4%
+1,584.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +1.9% |
| 7D | -14.7% | +15.3% | -30.1% | -21.7% |
| 30D | -40.5% | +11.7% | -52.2% | -44.2% |
| 3M | -24.3% | -17.6% | -6.7% | -16.7% |
| 6M | -39.3% | -7.7% | -31.6% | -36.7% |
| YTD | +99.4% | -23.0% | +122.4% | +124.5% |
| 1Y | +26.6% | -26.0% | +52.6% | +47.3% |
| 3Y | +1,616.9% | +36.9% | +1,580.1% | +1,089.2% |
| All | +1,616.9% | +32.4% | +1,584.6% | +1,089.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling