+713.0%
FSLR vs BN
+782.2%
-69.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.3% |
| 7D | +15.3% | +5.3% | +10.0% | +11.3% |
| 30D | +11.7% | +11.9% | -0.2% | +3.5% |
| 3M | -17.6% | -5.7% | -11.9% | -14.6% |
| 6M | -7.7% | -10.6% | +2.9% | -1.3% |
| YTD | -23.0% | -9.4% | -13.6% | -19.5% |
| 1Y | -26.0% | -8.8% | -17.3% | -23.0% |
| 3Y | +36.9% | +95.6% | -58.8% | -17.2% |
| 5Y | +72.9% | +30.2% | +42.8% | +31.2% |
| 10Y | +519.3% | +277.0% | +242.2% | +94.9% |
| All | +713.0% | +782.2% | -69.2% | +30.6% |
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 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