-26.0%
FSLR vs BURL
-4.6%
-21.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.7% | -3.1% | +3.5% |
| 7D | +10.3% | +10.4% | -0.1% | +8.8% |
| 30D | +10.4% | -4.9% | +15.4% | +11.0% |
| 3M | -20.2% | -29.8% | +9.6% | -16.7% |
| 6M | -8.0% | -16.5% | +8.5% | -7.3% |
| YTD | -25.5% | -10.5% | -15.0% | -25.6% |
| 1Y | -26.0% | -5.3% | -20.6% | -26.4% |
| All | -26.0% | -4.6% | -21.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling