+95.3%
FSLR vs BROS
+43.3%
+51.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | 0.0% | -6.7% | +6.7% | +0.9% |
| 30D | -13.7% | -29.1% | +15.4% | -10.1% |
| 3M | -35.1% | -16.7% | -18.4% | -34.1% |
| 6M | +3.6% | -11.6% | +15.3% | +3.9% |
| YTD | -21.7% | -23.9% | +2.2% | -20.2% |
| 1Y | +1.3% | -34.8% | +36.1% | +5.2% |
| 3Y | +9.7% | +62.1% | -52.4% | -4.5% |
| All | +95.3% | +43.3% | +51.9% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling