+123.5%
FSLR vs BB
-27.1%
+150.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.8% |
| 7D | +6.8% | +0.5% | +6.3% | +6.7% |
| 30D | -14.7% | -12.4% | -2.4% | -12.1% |
| 3M | -22.6% | -15.3% | -7.3% | -20.6% |
| 6M | +12.7% | +128.8% | -116.1% | -9.8% |
| YTD | -18.4% | +107.7% | -126.0% | -33.2% |
| 1Y | +4.9% | +103.9% | -98.9% | -14.3% |
| 3Y | +16.4% | +72.6% | -56.2% | -7.7% |
| 5Y | +123.5% | -24.3% | +147.7% | +112.4% |
| All | +123.5% | -27.1% | +150.5% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling