-35.6%
FSLR vs BROS
-40.8%
+5.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.5% | -3.3% |
| 7D | -12.0% | -2.5% | -9.5% | -12.0% |
| 30D | -7.7% | -11.2% | +3.6% | -7.7% |
| 3M | -24.0% | -33.9% | +9.9% | -24.0% |
| 6M | -24.4% | -33.5% | +9.0% | -25.6% |
| YTD | -34.0% | -44.9% | +10.9% | -33.7% |
| 1Y | -35.6% | -41.5% | +5.9% | -35.7% |
| All | -35.6% | -40.8% | +5.3% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling