+120.2%
BKR vs FSLR
+466.5%
-346.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -7.0% | +2.2% | -9.2% | -7.4% |
| 30D | -8.1% | -7.8% | -0.3% | -7.0% |
| 3M | -6.6% | -22.9% | +16.3% | -3.1% |
| 6M | +0.9% | +4.4% | -3.5% | -0.6% |
| YTD | +31.1% | -20.0% | +51.1% | +33.9% |
| 1Y | +27.7% | +2.8% | +24.9% | +24.4% |
| 3Y | +71.2% | +16.5% | +54.7% | +52.9% |
| 5Y | +177.6% | +110.3% | +67.4% | +107.7% |
| All | +120.2% | +466.5% | -346.3% | +24.0% |
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