+726.4%
FSLR vs ENB
+614.1%
+112.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.9% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -13.7% | -2.2% | -11.4% | -12.5% |
| 3M | -35.1% | -10.5% | -24.6% | -30.7% |
| 6M | +3.6% | -5.1% | +8.7% | +6.1% |
| YTD | -21.7% | +9.0% | -30.7% | -27.1% |
| 1Y | +1.3% | +8.2% | -6.9% | -5.6% |
| 3Y | +9.7% | +67.8% | -58.1% | -25.2% |
| 5Y | +117.4% | +69.4% | +48.0% | +44.1% |
| 10Y | +435.5% | +117.5% | +318.0% | +165.2% |
| All | +726.4% | +614.1% | +112.3% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling