+92.7%
BKR vs FSLR
+729.0%
-636.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | +0.6% |
| 7D | -1.5% | +0.2% | -1.8% | -1.6% |
| 30D | -0.7% | -15.1% | +14.5% | +2.6% |
| 3M | +0.5% | -22.5% | +23.0% | +5.4% |
| 6M | +6.6% | +4.0% | +2.7% | +4.5% |
| YTD | +41.3% | -22.3% | +63.5% | +46.0% |
| 1Y | +42.2% | 0.0% | +42.2% | +38.0% |
| 3Y | +83.4% | +10.9% | +72.6% | +61.0% |
| 5Y | +203.6% | +105.4% | +98.2% | +117.6% |
| 10Y | +139.9% | +447.0% | -307.1% | +23.1% |
| All | +92.7% | +729.0% | -636.3% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling