+26.7%
FSLR vs FBTC
+62.0%
-35.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +0.2% | +1.1% | -0.9% | 0.0% |
| 30D | -15.1% | +22.3% | -37.4% | -18.0% |
| 3M | -22.5% | +26.0% | -48.5% | -25.5% |
| 6M | +4.0% | +13.2% | -9.2% | +1.5% |
| YTD | -22.3% | -10.7% | -11.5% | -21.2% |
| 1Y | 0.0% | -30.0% | +30.0% | +5.2% |
| All | +26.7% | +62.0% | -35.3% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling