+1.3%
FSLR vs FBTC
-28.2%
+29.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | 0.0% | +2.9% | -2.9% | -0.6% |
| 30D | -13.7% | +23.0% | -36.7% | -17.2% |
| 3M | -35.1% | +25.6% | -60.7% | -37.9% |
| 6M | +3.6% | +9.0% | -5.4% | +1.0% |
| YTD | -21.7% | -8.9% | -12.8% | -17.5% |
| 1Y | +1.3% | -27.5% | +28.8% | +19.9% |
| All | +1.3% | -28.2% | +29.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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