+44.6%
FSLR vs BBWI
-25.2%
+69.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.1% |
| 7D | +5.3% | -6.2% | +11.4% | +6.5% |
| 30D | +7.8% | +25.5% | -17.7% | +2.6% |
| 3M | -23.4% | +8.0% | -31.3% | -25.1% |
| 6M | -12.9% | +12.7% | -25.6% | -16.2% |
| YTD | -26.7% | +11.6% | -38.3% | -30.0% |
| 1Y | -28.4% | -0.9% | -27.5% | -30.5% |
| 3Y | +44.6% | -22.7% | +67.3% | +43.7% |
| All | +44.6% | -25.2% | +69.8% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling