+4.8%
BX vs FSLR
+60.7%
-55.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.2% |
| 7D | +3.7% | -2.6% | +6.3% | +4.1% |
| 30D | +8.2% | +1.8% | +6.5% | +7.7% |
| 3M | -12.7% | -24.4% | +11.7% | -8.5% |
| 6M | +1.0% | -17.7% | +18.7% | +3.1% |
| YTD | -17.2% | -30.7% | +13.5% | -13.4% |
| 1Y | -11.6% | -33.6% | +22.0% | -7.0% |
| 3Y | +36.8% | +35.1% | +1.6% | +11.8% |
| 5Y | +4.8% | +63.1% | -58.3% | -28.3% |
| All | +4.8% | +60.7% | -55.9% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling