+625.7%
BX vs FSLR
+432.1%
+193.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.4% | -2.2% |
| 7D | -1.1% | -12.0% | +10.9% | +1.4% |
| 30D | +8.8% | -7.7% | +16.5% | +10.4% |
| 3M | -18.3% | -24.0% | +5.8% | -14.0% |
| 6M | -1.5% | -24.4% | +22.9% | +2.6% |
| YTD | -19.9% | -34.0% | +14.1% | -15.1% |
| 1Y | -14.5% | -35.6% | +21.1% | -9.1% |
| 3Y | +32.3% | +28.7% | +3.6% | +11.6% |
| 5Y | -1.1% | +55.3% | -56.5% | -25.1% |
| All | +625.7% | +432.1% | +193.6% | +292.6% |
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