+16.4%
FSLR vs BTDR
+8.5%
+7.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +4.0% |
| 7D | +6.8% | +22.4% | -15.6% | +4.3% |
| 30D | -14.7% | +16.5% | -31.2% | -16.6% |
| 3M | -22.6% | -31.5% | +8.9% | -20.3% |
| 6M | +12.7% | +74.0% | -61.3% | +4.9% |
| YTD | -18.4% | +13.0% | -31.4% | -21.5% |
| 1Y | +4.9% | -0.2% | +5.2% | +0.9% |
| 3Y | +16.4% | +9.9% | +6.5% | -3.9% |
| All | +16.4% | +8.5% | +7.9% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling