+496.9%
FSLR vs BUD
-8.7%
+505.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.1% | -5.2% |
| 7D | +5.3% | +1.3% | +3.9% | +4.7% |
| 30D | +7.8% | +10.0% | -2.3% | +4.0% |
| 3M | -23.4% | +1.6% | -25.0% | -24.0% |
| 6M | -12.9% | +6.5% | -19.4% | -15.7% |
| YTD | -26.7% | +34.8% | -61.5% | -35.1% |
| 1Y | -28.4% | +36.5% | -64.9% | -37.1% |
| 3Y | +44.6% | +49.0% | -4.4% | +21.7% |
| 5Y | +67.9% | +51.7% | +16.2% | +37.5% |
| 10Y | +496.9% | -7.5% | +504.5% | +379.7% |
| All | +496.9% | -8.7% | +505.7% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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