+67.9%
FSLR vs BROS
-47.0%
+115.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.6% | -11.4% | -5.7% |
| 7D | +5.3% | -17.9% | +23.2% | +7.9% |
| 30D | +7.8% | -5.4% | +13.1% | +7.9% |
| 3M | -23.4% | -32.1% | +8.7% | -19.3% |
| 6M | -12.9% | -31.7% | +18.8% | -9.5% |
| YTD | -26.7% | -41.2% | +14.5% | -22.5% |
| 1Y | -28.4% | -32.6% | +4.2% | -26.3% |
| 3Y | +44.6% | +32.7% | +11.9% | +22.8% |
| 5Y | +67.9% | -44.2% | +112.2% | +62.4% |
| All | +67.9% | -47.0% | +115.0% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling