+113.4%
FSLR vs BTDR
-29.7%
+143.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.7% | -11.3% | -2.5% |
| 7D | -8.4% | +7.7% | -16.1% | -9.4% |
| 30D | -0.9% | -24.1% | +23.2% | +1.1% |
| 3M | -26.1% | -19.1% | -7.0% | -25.5% |
| 6M | -23.6% | -46.6% | +23.0% | -20.4% |
| YTD | -31.8% | -37.3% | +5.5% | -30.8% |
| 1Y | -32.6% | -53.2% | +20.6% | -30.2% |
| 3Y | +33.0% | +77.1% | -44.1% | +19.7% |
| 5Y | +56.8% | -29.7% | +86.5% | +39.4% |
| All | +113.4% | -29.7% | +143.1% | +89.7% |
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