+526.6%
FSLR vs BUD
-10.0%
+536.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.3% |
| 7D | +15.3% | +4.5% | +10.9% | +13.6% |
| 30D | +11.7% | +12.5% | -0.9% | +6.9% |
| 3M | -17.6% | 0.0% | -17.6% | -17.8% |
| 6M | -7.7% | +3.8% | -11.5% | -9.8% |
| YTD | -23.0% | +33.1% | -56.1% | -31.5% |
| 1Y | -26.0% | +35.5% | -61.6% | -34.8% |
| 3Y | +36.9% | +49.4% | -12.5% | +15.1% |
| 5Y | +72.9% | +48.0% | +24.9% | +42.9% |
| All | +526.6% | -10.0% | +536.6% | +406.0% |
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