+33.2%
FSLR vs BURL
+89.8%
-56.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.6% | +1.3% |
| 7D | +10.7% | +3.5% | +7.2% | +9.8% |
| 30D | +8.9% | -9.3% | +18.2% | +11.2% |
| 3M | -17.3% | -32.1% | +14.8% | -9.9% |
| 6M | -10.8% | -19.8% | +9.0% | -7.2% |
| YTD | -25.1% | -13.2% | -11.9% | -24.0% |
| 1Y | -29.4% | -7.8% | -21.6% | -29.9% |
| All | +33.2% | +89.8% | -56.6% | +16.9% |
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