+139.9%
FSLR vs EOSE
-57.1%
+197.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.8% | -6.5% | +3.0% |
| 7D | +6.8% | +41.4% | -34.6% | +2.0% |
| 30D | -14.7% | +3.6% | -18.3% | -15.5% |
| 3M | -22.6% | -35.7% | +13.2% | -19.3% |
| 6M | +12.7% | -29.9% | +42.6% | +14.4% |
| YTD | -18.4% | -62.5% | +44.1% | -12.7% |
| 1Y | +4.9% | -37.4% | +42.3% | +4.1% |
| 3Y | +16.4% | +55.8% | -39.4% | -7.2% |
| 5Y | +123.5% | -67.8% | +191.3% | +77.3% |
| All | +139.9% | -57.1% | +197.0% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling