+418.1%
FSLR vs BB
+21.8%
+396.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -14.8% | +1.8% | -16.6% | -15.1% |
| 30D | -4.3% | +8.1% | -12.4% | -6.0% |
| 3M | -23.4% | -1.0% | -22.4% | -24.0% |
| 6M | -26.9% | +45.9% | -72.8% | -32.9% |
| YTD | -34.4% | +134.8% | -169.2% | -45.1% |
| 1Y | -33.2% | +104.6% | -137.8% | -42.9% |
| 3Y | +28.1% | +152.8% | -124.8% | +1.2% |
| 5Y | +54.5% | -17.4% | +72.0% | +39.9% |
| All | +418.1% | +21.8% | +396.4% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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