+418.1%
FSLR vs ENB
+109.5%
+308.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -14.8% | +3.1% | -17.9% | -15.9% |
| 30D | -4.3% | +2.1% | -6.4% | -5.3% |
| 3M | -23.4% | -4.4% | -19.0% | -22.2% |
| 6M | -26.9% | -10.1% | -16.9% | -24.2% |
| YTD | -34.4% | +5.2% | -39.6% | -36.6% |
| 1Y | -33.2% | +4.2% | -37.4% | -35.2% |
| 3Y | +28.1% | +70.1% | -42.0% | -1.6% |
| 5Y | +54.5% | +59.4% | -4.9% | +21.2% |
| All | +418.1% | +109.5% | +308.6% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling