+1.3%
FSLR vs EOSE
-49.1%
+50.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -3.2% |
| 7D | 0.0% | +19.0% | -19.0% | -3.2% |
| 30D | -13.7% | +1.6% | -15.2% | -14.4% |
| 3M | -35.1% | -52.0% | +16.9% | -28.8% |
| 6M | +3.6% | -42.5% | +46.2% | +9.2% |
| YTD | -21.7% | -66.1% | +44.4% | -13.5% |
| 1Y | +1.3% | -47.1% | +48.4% | +12.4% |
| All | +1.3% | -49.1% | +50.4% | +12.4% |
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