+737.4%
FSLR vs BRO
+463.9%
+273.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.1% | -8.6% | +8.5% | +4.6% |
| 30D | -14.0% | -6.9% | -7.1% | -11.0% |
| 3M | -16.9% | +10.5% | -27.4% | -23.0% |
| 6M | +4.7% | -2.8% | +7.5% | +2.4% |
| YTD | -20.7% | -16.1% | -4.5% | -16.4% |
| 1Y | +1.7% | -27.6% | +29.3% | +15.9% |
| 3Y | +13.1% | -7.3% | +20.4% | +3.6% |
| 5Y | +108.4% | +19.0% | +89.4% | +55.2% |
| 10Y | +458.0% | +292.7% | +165.2% | +61.1% |
| All | +737.4% | +463.9% | +273.5% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling