+454.3%
FSLR vs BUD
-23.5%
+477.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +6.8% | +0.8% | +6.1% | +6.5% |
| 30D | -14.7% | -4.8% | -9.9% | -13.2% |
| 3M | -22.6% | +1.4% | -23.9% | -23.4% |
| 6M | +12.7% | +9.9% | +2.8% | +7.9% |
| YTD | -18.4% | +26.3% | -44.7% | -26.0% |
| 1Y | +4.9% | +36.1% | -31.2% | -7.8% |
| 3Y | +16.4% | +48.6% | -32.2% | -2.1% |
| 5Y | +123.5% | +45.0% | +78.5% | +85.1% |
| 10Y | +454.3% | -23.1% | +477.4% | +428.5% |
| All | +454.3% | -23.5% | +477.9% | +428.5% |
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