+123.5%
FSLR vs BLDR
+16.0%
+107.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.9% | +9.2% | +5.8% |
| 7D | +6.8% | -0.3% | +7.1% | +6.8% |
| 30D | -14.7% | -16.2% | +1.5% | -10.2% |
| 3M | -22.6% | -14.4% | -8.1% | -19.7% |
| 6M | +12.7% | -32.8% | +45.5% | +25.0% |
| YTD | -18.4% | -39.2% | +20.8% | -7.1% |
| 1Y | +4.9% | -57.7% | +62.6% | +33.0% |
| 3Y | +16.4% | -55.3% | +71.7% | +37.7% |
| 5Y | +123.5% | +15.6% | +107.9% | +88.5% |
| All | +123.5% | +16.0% | +107.5% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling