+209.9%
BKNG vs FSLR
+461.4%
-251.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -10.7% | -0.1% | -10.5% | -10.7% |
| 30D | -18.1% | -14.0% | -4.1% | -16.6% |
| 3M | +8.5% | -16.9% | +25.4% | +10.7% |
| 6M | -0.1% | +4.7% | -4.8% | -1.8% |
| YTD | -18.2% | -20.7% | +2.5% | -17.0% |
| 1Y | -19.9% | +1.7% | -21.5% | -22.1% |
| 3Y | +41.6% | +13.1% | +28.5% | +28.4% |
| 5Y | +93.1% | +108.4% | -15.3% | +49.2% |
| All | +209.9% | +461.4% | -251.5% | +90.5% |
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