+18.9%
FSLR vs BND
+13.6%
+5.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | +6.8% | +0.1% | +6.7% | +6.5% |
| 30D | -14.7% | -0.4% | -14.4% | -14.1% |
| 3M | -22.6% | -0.2% | -22.3% | -22.1% |
| 6M | +12.7% | -1.2% | +13.9% | +15.3% |
| YTD | -18.4% | -0.3% | -18.1% | -17.7% |
| 1Y | +4.9% | +0.4% | +4.5% | +4.6% |
| All | +18.9% | +13.6% | +5.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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