+33.1%
FSLR vs BURL
+97.8%
-64.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -8.4% | -0.8% | -7.6% | -8.3% |
| 30D | -0.9% | -4.4% | +3.5% | 0.0% |
| 3M | -26.1% | -28.6% | +2.5% | -20.4% |
| 6M | -23.6% | -12.3% | -11.4% | -22.3% |
| YTD | -31.8% | -11.3% | -20.5% | -31.2% |
| 1Y | -32.6% | -10.4% | -22.1% | -32.5% |
| All | +33.1% | +97.8% | -64.7% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling