+1.3%
FSLR vs BN
-6.5%
+7.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | 0.0% | -2.5% | +2.5% | +1.1% |
| 30D | -13.7% | -9.5% | -4.2% | -9.8% |
| 3M | -35.1% | -10.4% | -24.7% | -31.9% |
| 6M | +3.6% | -6.4% | +10.0% | +5.6% |
| YTD | -21.7% | -11.9% | -9.9% | -18.3% |
| 1Y | +1.3% | -8.6% | +9.9% | +5.6% |
| All | +1.3% | -6.5% | +7.8% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling