+148.2%
FSLR vs BTDR
+15.3%
+132.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.6% |
| 7D | -0.1% | -3.2% | +3.1% | +0.2% |
| 30D | -14.0% | +32.7% | -46.7% | -16.6% |
| 3M | -16.9% | -28.4% | +11.5% | -15.2% |
| 6M | +4.7% | +51.7% | -47.0% | -0.2% |
| YTD | -20.7% | +2.9% | -23.5% | -22.5% |
| 1Y | +1.7% | -15.5% | +17.1% | -0.1% |
| 3Y | +13.1% | 0.0% | +13.1% | +0.4% |
| 5Y | +108.4% | +16.5% | +91.9% | +78.5% |
| All | +148.2% | +15.3% | +132.9% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling