+28.1%
FSLR vs EOSE
+48.1%
-20.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.1% | -1.3% |
| 7D | -14.8% | +9.8% | -24.6% | -16.1% |
| 30D | -4.3% | -2.1% | -2.2% | -5.0% |
| 3M | -23.4% | -54.1% | +30.7% | -16.3% |
| 6M | -26.9% | -76.9% | +50.0% | -13.8% |
| YTD | -34.4% | -83.3% | +48.9% | -22.3% |
| 1Y | -33.2% | -87.4% | +54.2% | -18.4% |
| 3Y | +28.1% | +61.9% | -33.8% | +2.7% |
| All | +28.1% | +48.1% | -20.0% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling