-10.6%
BITO vs FSLR
+101.0%
-111.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.4% | +2.2% | -5.7% | -3.9% |
| 30D | +21.4% | -7.8% | +29.2% | +23.0% |
| 3M | +20.5% | -22.9% | +43.4% | +25.6% |
| 6M | +7.4% | +4.4% | +3.0% | +5.4% |
| YTD | -13.9% | -20.0% | +6.1% | -12.1% |
| 1Y | -35.1% | +2.8% | -37.9% | -36.9% |
| 3Y | +156.8% | +16.5% | +140.3% | +125.8% |
| All | -10.6% | +101.0% | -111.5% | -45.9% |
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