+495.8%
FSLR vs BURL
+252.7%
+243.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.1% |
| 7D | +15.3% | +4.1% | +11.3% | +14.2% |
| 30D | +11.7% | -9.5% | +21.1% | +14.2% |
| 3M | -17.6% | -33.5% | +15.9% | -9.4% |
| 6M | -7.7% | -22.1% | +14.4% | -3.0% |
| YTD | -23.0% | -14.6% | -8.4% | -21.2% |
| 1Y | -26.0% | -8.4% | -17.7% | -26.1% |
| 3Y | +36.9% | +86.6% | -49.7% | +11.8% |
| 5Y | +72.9% | -17.2% | +90.1% | +64.7% |
| All | +495.8% | +252.7% | +243.1% | +375.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling