+35.4%
BX vs FSLR
+29.6%
+5.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +0.6% | -14.8% | +15.4% | +2.7% |
| 30D | +14.2% | -4.3% | +18.5% | +14.8% |
| 3M | -18.7% | -23.4% | +4.6% | -16.0% |
| 6M | +2.5% | -26.9% | +29.4% | +5.8% |
| YTD | -18.8% | -34.4% | +15.6% | -15.4% |
| 1Y | -10.3% | -33.2% | +22.9% | -6.9% |
| 3Y | +35.4% | +28.1% | +7.3% | +5.4% |
| All | +35.4% | +29.6% | +5.7% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling