+447.0%
FSLR vs BB
+2.1%
+444.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.2% | -4.5% |
| 7D | +0.2% | +1.8% | -1.6% | -0.1% |
| 30D | -15.1% | -12.2% | -2.9% | -13.2% |
| 3M | -22.5% | -12.3% | -10.2% | -21.4% |
| 6M | +4.0% | +122.7% | -118.7% | -11.4% |
| YTD | -22.3% | +104.5% | -126.7% | -32.8% |
| 1Y | 0.0% | +106.7% | -106.6% | -14.0% |
| 3Y | +10.9% | +70.0% | -59.1% | -6.0% |
| 5Y | +105.4% | -27.8% | +133.2% | +91.6% |
| 10Y | +447.0% | +2.4% | +444.6% | +277.0% |
| All | +447.0% | +2.1% | +444.9% | +277.0% |
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