+453.5%
FSLR vs BTG
+158.3%
+295.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.4% |
| 7D | -0.1% | -5.5% | +5.3% | +0.5% |
| 30D | -14.0% | +6.1% | -20.1% | -14.8% |
| 3M | -16.9% | +38.6% | -55.5% | -20.7% |
| 6M | +4.7% | +0.7% | +4.1% | +3.6% |
| YTD | -20.7% | +20.3% | -41.0% | -23.5% |
| 1Y | +1.7% | +25.0% | -23.4% | -2.9% |
| 3Y | +13.1% | +97.3% | -84.2% | +0.8% |
| 5Y | +108.4% | +78.3% | +30.1% | +86.3% |
| All | +453.5% | +158.3% | +295.2% | +360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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