+239.9%
FSLR vs BND
+76.8%
+163.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -13.7% | -0.4% | -13.3% | -13.7% |
| 3M | -35.1% | -0.6% | -34.5% | -35.1% |
| 6M | +3.6% | -1.4% | +5.1% | +3.4% |
| YTD | -21.7% | -0.2% | -21.5% | -21.8% |
| 1Y | +1.3% | +1.3% | 0.0% | +1.4% |
| 3Y | +9.7% | +13.2% | -3.5% | +12.0% |
| 5Y | +117.4% | -1.6% | +118.9% | +101.1% |
| 10Y | +435.5% | +15.5% | +420.0% | +477.9% |
| All | +239.9% | +76.8% | +163.1% | +335.6% |
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