+418.1%
FSLR vs EAT
+320.8%
+97.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -14.8% | -4.0% | -10.8% | -14.1% |
| 30D | -4.3% | -2.9% | -1.4% | -4.0% |
| 3M | -23.4% | -16.9% | -6.5% | -20.9% |
| 6M | -26.9% | +57.0% | -83.9% | -34.6% |
| YTD | -34.4% | +38.2% | -72.6% | -40.5% |
| 1Y | -33.2% | +69.3% | -102.5% | -42.2% |
| 3Y | +28.1% | +483.0% | -454.9% | -19.0% |
| 5Y | +54.5% | +364.1% | -309.6% | -2.1% |
| All | +418.1% | +320.8% | +97.3% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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