+4.9%
FSLR vs EAT
+39.9%
-35.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +4.4% |
| 7D | +6.8% | -4.9% | +11.7% | +6.9% |
| 30D | -14.7% | -1.2% | -13.5% | -14.8% |
| 3M | -22.6% | +52.2% | -74.8% | -24.8% |
| 6M | +12.7% | +65.0% | -52.3% | +9.4% |
| YTD | -18.4% | +55.0% | -73.4% | -21.9% |
| 1Y | +4.9% | +42.1% | -37.1% | +5.1% |
| All | +4.9% | +39.9% | -35.0% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling