+108.4%
FSLR vs EOSE
-70.2%
+178.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.5% |
| 7D | -0.1% | +14.0% | -14.1% | -1.9% |
| 30D | -14.0% | -5.9% | -8.1% | -13.8% |
| 3M | -16.9% | -34.3% | +17.4% | -13.5% |
| 6M | +4.7% | -37.8% | +42.5% | +7.9% |
| YTD | -20.7% | -65.2% | +44.5% | -14.2% |
| 1Y | +1.7% | -41.9% | +43.6% | +1.7% |
| 3Y | +13.1% | +44.6% | -31.5% | -9.6% |
| 5Y | +108.4% | -69.2% | +177.6% | +84.8% |
| All | +108.4% | -70.2% | +178.6% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling