+105.3%
FSLR vs BTDR
-44.0%
+149.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | +0.3% |
| 7D | -14.8% | -6.9% | -7.9% | -14.4% |
| 30D | -4.3% | -31.5% | +27.2% | -1.5% |
| 3M | -23.4% | -36.1% | +12.7% | -21.1% |
| 6M | -26.9% | -57.6% | +30.7% | -22.2% |
| YTD | -34.4% | -50.0% | +15.7% | -32.0% |
| 1Y | -33.2% | -49.6% | +16.4% | -30.9% |
| 3Y | +28.1% | +48.5% | -20.5% | +17.6% |
| 5Y | +54.5% | -43.8% | +98.3% | +40.3% |
| All | +105.3% | -44.0% | +149.3% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling