+15.5%
FSLR vs BLK
+63.3%
-47.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.5% |
| 7D | -0.1% | -5.2% | +5.1% | +2.8% |
| 30D | -14.0% | -7.0% | -7.0% | -10.6% |
| 3M | -16.9% | +5.7% | -22.5% | -19.5% |
| 6M | +4.7% | +11.0% | -6.3% | -1.7% |
| YTD | -20.7% | +0.9% | -21.6% | -21.8% |
| 1Y | +1.7% | -1.6% | +3.3% | +1.5% |
| All | +15.5% | +63.3% | -47.8% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling