+116.4%
FSLR vs BURL
-11.0%
+127.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -2.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.6% |
| 30D | -13.7% | -28.2% | +14.5% | -6.5% |
| 3M | -35.1% | -17.6% | -17.5% | -32.2% |
| 6M | +3.6% | -11.8% | +15.4% | +5.7% |
| YTD | -21.7% | -8.1% | -13.6% | -21.1% |
| 1Y | +1.3% | -12.0% | +13.2% | +2.4% |
| 3Y | +9.7% | +63.3% | -53.6% | -7.7% |
| All | +116.4% | -11.0% | +127.4% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling