+619.9%
FSLR vs BB
-78.9%
+698.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.3% |
| 7D | -8.4% | +7.3% | -15.7% | -10.2% |
| 30D | -0.9% | +11.2% | -12.1% | -4.2% |
| 3M | -26.1% | +4.7% | -30.7% | -28.0% |
| 6M | -23.6% | +51.1% | -74.8% | -33.5% |
| YTD | -31.8% | +148.0% | -179.8% | -48.5% |
| 1Y | -32.6% | +106.1% | -138.7% | -46.8% |
| 3Y | +33.0% | +158.2% | -125.2% | -7.4% |
| 5Y | +56.8% | -10.8% | +67.6% | +36.1% |
| 10Y | +455.6% | +29.3% | +426.3% | +203.7% |
| All | +619.9% | -78.9% | +698.8% | +449.6% |
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 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