+184.9%
FSLR vs BND
+74.6%
+110.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -14.8% | -1.4% | -13.4% | -14.8% |
| 30D | -4.3% | +0.6% | -4.9% | -4.3% |
| 3M | -23.4% | -1.6% | -21.8% | -23.4% |
| 6M | -26.9% | -1.5% | -25.4% | -27.0% |
| YTD | -34.4% | -1.5% | -32.9% | -34.5% |
| 1Y | -33.2% | -1.1% | -32.1% | -33.2% |
| 3Y | +28.1% | +13.6% | +14.5% | +31.6% |
| 5Y | +54.5% | -1.8% | +56.3% | +43.9% |
| 10Y | +434.6% | +17.0% | +417.6% | +494.2% |
| All | +184.9% | +74.6% | +110.4% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling