+144.9%
FSLR vs BTDR
+23.8%
+121.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.4% | -1.8% |
| 7D | 0.0% | +20.0% | -20.0% | -1.8% |
| 30D | -13.7% | +11.9% | -25.6% | -15.0% |
| 3M | -35.1% | -36.9% | +1.8% | -33.0% |
| 6M | +3.6% | +56.5% | -52.9% | -1.5% |
| YTD | -21.7% | +10.4% | -32.2% | -24.1% |
| 1Y | +1.3% | +3.1% | -1.8% | -2.1% |
| 3Y | +9.7% | -2.6% | +12.3% | -3.1% |
| 5Y | +117.4% | +25.2% | +92.2% | +84.9% |
| All | +144.9% | +23.8% | +121.1% | +108.2% |
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