+458.5%
FSLR vs BRO
+294.2%
+164.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.2% | -7.3% | +9.6% | +4.4% |
| 30D | -7.8% | -6.9% | -1.0% | -6.1% |
| 3M | -22.9% | +10.7% | -33.6% | -26.1% |
| 6M | +4.4% | -2.7% | +7.1% | +3.7% |
| YTD | -20.0% | -16.3% | -3.7% | -16.4% |
| 1Y | +2.8% | -29.1% | +31.9% | +14.1% |
| 3Y | +16.5% | -7.8% | +24.4% | +9.2% |
| 5Y | +110.3% | +18.7% | +91.5% | +68.3% |
| All | +458.5% | +294.2% | +164.2% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling