+466.4%
FSLR vs ENTG
+753.2%
-286.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.5% | -5.2% |
| 7D | -2.6% | -9.3% | +6.6% | -0.2% |
| 30D | +1.8% | -16.4% | +18.1% | +6.7% |
| 3M | -24.4% | -3.8% | -20.5% | -25.6% |
| 6M | -17.7% | -6.9% | -10.8% | -19.9% |
| YTD | -30.7% | +65.0% | -95.7% | -47.2% |
| 1Y | -33.6% | +61.7% | -95.3% | -49.2% |
| 3Y | +35.1% | +46.6% | -11.5% | +0.2% |
| 5Y | +63.1% | -2.7% | +65.7% | +34.0% |
| 10Y | +466.4% | +743.3% | -276.8% | +105.1% |
| All | +466.4% | +753.2% | -286.8% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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