+466.4%
FSLR vs BLDR
+554.2%
-87.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -4.1% |
| 7D | -2.6% | -1.1% | -1.6% | -2.6% |
| 30D | +1.8% | +19.1% | -17.3% | -4.5% |
| 3M | -24.4% | -12.6% | -11.8% | -22.2% |
| 6M | -17.7% | -18.7% | +1.0% | -14.3% |
| YTD | -30.7% | -38.8% | +8.1% | -22.0% |
| 1Y | -33.6% | -41.2% | +7.6% | -24.6% |
| 3Y | +35.1% | -49.4% | +84.5% | +54.0% |
| 5Y | +63.1% | -6.0% | +69.0% | +45.6% |
| 10Y | +466.4% | +523.1% | -56.6% | +165.7% |
| All | +466.4% | +554.2% | -87.7% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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