+762.0%
FSLR vs BLK
+1,121.7%
-359.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.4% |
| 7D | +6.8% | -2.4% | +9.2% | +8.2% |
| 30D | -14.7% | -3.1% | -11.6% | -13.3% |
| 3M | -22.6% | +10.7% | -33.2% | -27.2% |
| 6M | +12.7% | +15.9% | -3.2% | +2.8% |
| YTD | -18.4% | +4.0% | -22.4% | -21.1% |
| 1Y | +4.9% | +1.3% | +3.7% | +2.9% |
| 3Y | +16.4% | +69.6% | -53.2% | -16.8% |
| 5Y | +123.5% | +33.8% | +89.7% | +78.0% |
| 10Y | +454.3% | +276.2% | +178.2% | +127.4% |
| All | +762.0% | +1,121.7% | -359.8% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling