+838.5%
BX vs FSLR
+115.4%
+723.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.4% | -2.1% |
| 7D | -1.1% | -12.0% | +10.9% | +1.8% |
| 30D | +8.8% | -7.7% | +16.5% | +10.6% |
| 3M | -18.3% | -24.0% | +5.8% | -13.4% |
| 6M | -1.5% | -24.4% | +22.9% | +3.3% |
| YTD | -19.9% | -34.0% | +14.1% | -14.3% |
| 1Y | -14.5% | -35.6% | +21.1% | -8.3% |
| 3Y | +32.3% | +28.7% | +3.6% | +11.0% |
| 5Y | -1.1% | +55.3% | -56.5% | -24.7% |
| 10Y | +657.8% | +437.4% | +220.4% | +280.3% |
| All | +838.5% | +115.4% | +723.1% | +416.1% |
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