+496.9%
FSLR vs BB
+33.0%
+463.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -5.7% |
| 7D | +5.3% | +15.0% | -9.7% | +2.6% |
| 30D | +7.8% | +3.5% | +4.3% | +6.6% |
| 3M | -23.4% | +2.7% | -26.0% | -24.4% |
| 6M | -12.9% | +44.7% | -57.6% | -19.9% |
| YTD | -26.7% | +143.3% | -169.9% | -39.0% |
| 1Y | -28.4% | +102.2% | -130.6% | -38.6% |
| 3Y | +44.6% | +156.1% | -111.5% | +14.0% |
| 5Y | +67.9% | -17.6% | +85.5% | +51.9% |
| 10Y | +496.9% | +29.0% | +468.0% | +302.2% |
| All | +496.9% | +33.0% | +463.9% | +302.2% |
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