-26.0%
FSLR vs BURL
-7.8%
-18.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.0% |
| 7D | +15.3% | +4.1% | +11.3% | +14.6% |
| 30D | +11.7% | -9.5% | +21.1% | +13.0% |
| 3M | -17.6% | -33.5% | +15.9% | -13.4% |
| 6M | -7.7% | -22.1% | +14.4% | -6.1% |
| YTD | -23.0% | -14.6% | -8.4% | -22.6% |
| 1Y | -26.0% | -8.4% | -17.7% | -26.1% |
| All | -26.0% | -7.8% | -18.2% | -26.1% |
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