+94.0%
FSLR vs BROS
+38.3%
+55.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.5% |
| 7D | +0.2% | -6.6% | +6.8% | +1.1% |
| 30D | -15.1% | -12.3% | -2.8% | -13.7% |
| 3M | -22.5% | -22.2% | -0.3% | -20.6% |
| 6M | +4.0% | -14.3% | +18.2% | +4.7% |
| YTD | -22.3% | -26.6% | +4.3% | -20.3% |
| 1Y | 0.0% | -31.5% | +31.5% | +3.2% |
| 3Y | +10.9% | +62.3% | -51.4% | -3.5% |
| All | +94.0% | +38.3% | +55.6% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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