+967.7%
BX vs FSLR
+155.6%
+812.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +0.1% | -13.7% | +13.7% | +3.4% |
| 3M | +16.0% | -35.1% | +51.1% | +27.2% |
| 6M | +21.6% | +3.6% | +18.0% | +18.6% |
| YTD | -8.9% | -21.7% | +12.8% | -5.9% |
| 1Y | -16.6% | +1.3% | -17.9% | -19.7% |
| 3Y | +43.3% | +9.7% | +33.6% | +25.5% |
| 5Y | +25.7% | +117.4% | -91.7% | -11.5% |
| 10Y | +689.5% | +435.5% | +254.0% | +296.6% |
| All | +967.7% | +155.6% | +812.2% | +467.1% |
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