+458.5%
FSLR vs BLK
+283.5%
+174.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | +2.2% | -3.3% | +5.5% | +4.1% |
| 30D | -7.8% | -6.5% | -1.3% | -4.5% |
| 3M | -22.9% | +6.7% | -29.7% | -25.8% |
| 6M | +4.4% | +14.7% | -10.3% | -3.6% |
| YTD | -20.0% | +2.5% | -22.5% | -21.8% |
| 1Y | +2.8% | -2.8% | +5.6% | +3.3% |
| 3Y | +16.5% | +65.9% | -49.3% | -14.3% |
| 5Y | +110.3% | +33.0% | +77.3% | +70.6% |
| All | +458.5% | +283.5% | +174.9% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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