-8.0%
FSLR vs BURL
-17.9%
+9.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.7% | -3.1% | +3.4% |
| 7D | +10.3% | +10.4% | -0.1% | +8.7% |
| 30D | +10.4% | -4.9% | +15.4% | +10.9% |
| 3M | -20.2% | -29.8% | +9.6% | -17.1% |
| 6M | -8.0% | -16.5% | +8.5% | -6.1% |
| All | -8.0% | -17.9% | +9.9% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling