+186.5%
FSLR vs BND
+74.8%
+111.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.3% |
| 7D | -12.0% | -1.4% | -10.6% | -12.0% |
| 30D | -7.7% | +0.8% | -8.5% | -7.6% |
| 3M | -24.0% | -1.2% | -22.8% | -24.1% |
| 6M | -24.4% | -1.4% | -23.1% | -24.5% |
| YTD | -34.0% | -1.3% | -32.7% | -34.1% |
| 1Y | -35.6% | -1.2% | -34.4% | -35.7% |
| 3Y | +28.7% | +13.7% | +14.9% | +32.2% |
| 5Y | +55.3% | -1.7% | +57.0% | +44.7% |
| 10Y | +437.4% | +17.2% | +420.3% | +497.4% |
| All | +186.5% | +74.8% | +111.6% | +266.8% |
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