+447.0%
FSLR vs BBWI
-58.2%
+505.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.3% | +1.5% | -3.6% |
| 7D | +0.2% | -4.4% | +4.7% | +1.1% |
| 30D | -15.1% | -7.4% | -7.7% | -14.1% |
| 3M | -22.5% | -2.2% | -20.3% | -22.7% |
| 6M | +4.0% | -16.3% | +20.3% | +6.0% |
| YTD | -22.3% | -9.1% | -13.1% | -22.3% |
| 1Y | 0.0% | -34.5% | +34.5% | +5.3% |
| 3Y | +10.9% | -47.0% | +57.8% | +18.0% |
| 5Y | +105.4% | -68.8% | +174.2% | +132.0% |
| 10Y | +447.0% | -57.4% | +504.3% | +367.1% |
| All | +447.0% | -58.2% | +505.2% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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