-26.0%
FSLR vs EOSE
-85.5%
+59.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.6% | -8.0% | +2.6% |
| 7D | +10.3% | +9.7% | +0.6% | +8.5% |
| 30D | +10.4% | -34.6% | +45.0% | +17.0% |
| 3M | -20.2% | -50.8% | +30.6% | -12.1% |
| 6M | -8.0% | -66.5% | +58.5% | +5.7% |
| YTD | -25.5% | -81.3% | +55.8% | -11.5% |
| 1Y | -26.0% | -84.8% | +58.9% | -9.4% |
| All | -26.0% | -85.5% | +59.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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