+726.4%
FSLR vs BB
-82.7%
+809.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -5.6% | +5.6% | +1.5% |
| 30D | -13.7% | -11.8% | -1.9% | -11.0% |
| 3M | -35.1% | -25.5% | -9.6% | -30.9% |
| 6M | +3.6% | +121.3% | -117.6% | -18.1% |
| YTD | -21.7% | +103.2% | -124.9% | -36.9% |
| 1Y | +1.3% | +102.6% | -101.4% | -18.9% |
| 3Y | +9.7% | +37.5% | -27.8% | -10.0% |
| 5Y | +117.4% | -30.4% | +147.8% | +102.3% |
| 10Y | +435.5% | 0.0% | +435.5% | +217.8% |
| All | +726.4% | -82.7% | +809.1% | +572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling