+726.4%
FSLR vs EAT
+971.5%
-245.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -13.7% | +1.9% | -15.5% | -14.6% |
| 3M | -35.1% | +68.7% | -103.7% | -43.9% |
| 6M | +3.6% | +66.9% | -63.3% | -11.2% |
| YTD | -21.7% | +60.4% | -82.1% | -32.8% |
| 1Y | +1.3% | +44.0% | -42.7% | -11.2% |
| 3Y | +9.7% | +604.7% | -595.0% | -40.2% |
| 5Y | +117.4% | +347.0% | -229.7% | +26.1% |
| 10Y | +435.5% | +390.8% | +44.7% | +150.6% |
| All | +726.4% | +971.5% | -245.1% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling