+447.0%
FSLR vs BLDR
+357.1%
+89.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.2% |
| 7D | +0.2% | -2.7% | +2.9% | +1.0% |
| 30D | -15.1% | -14.7% | -0.4% | -11.0% |
| 3M | -22.5% | -20.8% | -1.7% | -17.5% |
| 6M | +4.0% | -35.3% | +39.3% | +16.9% |
| YTD | -22.3% | -40.3% | +18.1% | -10.8% |
| 1Y | 0.0% | -56.3% | +56.3% | +25.8% |
| 3Y | +10.9% | -56.1% | +67.0% | +33.3% |
| 5Y | +105.4% | +12.9% | +92.5% | +74.3% |
| 10Y | +447.0% | +386.5% | +60.5% | +176.5% |
| All | +447.0% | +357.1% | +89.9% | +176.5% |
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