-16.6%
BX vs FSLR
+1.0%
-17.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +0.1% | -13.7% | +13.7% | +1.2% |
| 3M | +16.0% | -35.1% | +51.1% | +18.9% |
| 6M | +21.6% | +3.6% | +18.0% | +20.2% |
| YTD | -8.9% | -21.7% | +12.8% | -8.1% |
| 1Y | -16.6% | +1.3% | -17.9% | -12.0% |
| All | -16.6% | +1.0% | -17.6% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling