+28.1%
FSLR vs BN
+96.7%
-68.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | -14.8% | -1.0% | -13.8% | -14.4% |
| 30D | -4.3% | +14.0% | -18.3% | -11.0% |
| 3M | -23.4% | -9.0% | -14.4% | -19.8% |
| 6M | -26.9% | -8.8% | -18.1% | -23.7% |
| YTD | -34.4% | -10.3% | -24.1% | -31.7% |
| 1Y | -33.2% | -5.8% | -27.4% | -32.3% |
| 3Y | +28.1% | +94.8% | -66.7% | -31.6% |
| All | +28.1% | +96.7% | -68.7% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling