-26.0%
FSLR vs BTDR
-69.9%
+43.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.6% | +10.3% | +5.6% |
| 7D | +10.3% | -17.6% | +27.9% | +13.6% |
| 30D | +10.4% | -40.3% | +50.7% | +19.8% |
| 3M | -20.2% | -42.6% | +22.5% | -13.8% |
| 6M | -8.0% | -46.3% | +38.3% | +0.8% |
| YTD | -25.5% | -41.7% | +16.2% | -21.3% |
| 1Y | -26.0% | -69.4% | +43.4% | -15.0% |
| All | -26.0% | -69.9% | +43.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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