+2.8%
FSLR vs EOSE
-42.0%
+44.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +2.2% | +1.8% | +0.4% | +1.9% |
| 30D | -7.8% | -6.8% | -1.0% | -7.3% |
| 3M | -22.9% | -36.3% | +13.4% | -19.0% |
| 6M | +4.4% | -38.8% | +43.1% | +8.9% |
| YTD | -20.0% | -65.5% | +45.5% | -11.8% |
| 1Y | +2.8% | -45.3% | +48.1% | +14.8% |
| All | +2.8% | -42.0% | +44.8% | +14.8% |
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