+726.4%
FSLR vs BN
+757.8%
-31.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | 0.0% | -2.5% | +2.5% | +1.6% |
| 30D | -13.7% | -9.5% | -4.2% | -8.0% |
| 3M | -35.1% | -10.4% | -24.7% | -30.3% |
| 6M | +3.6% | -6.4% | +10.0% | +7.3% |
| YTD | -21.7% | -11.9% | -9.9% | -16.5% |
| 1Y | +1.3% | -8.6% | +9.9% | +5.2% |
| 3Y | +9.7% | +77.6% | -67.9% | -29.3% |
| 5Y | +117.4% | +37.0% | +80.3% | +58.7% |
| 10Y | +435.5% | +266.4% | +169.1% | +71.9% |
| All | +726.4% | +757.8% | -31.4% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling