+16.4%
FSLR vs ENTG
+47.4%
-31.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.8% |
| 7D | +6.8% | +8.9% | -2.1% | +3.9% |
| 30D | -14.7% | -7.2% | -7.5% | -13.3% |
| 3M | -22.6% | +6.4% | -29.0% | -26.2% |
| 6M | +12.7% | +25.7% | -13.0% | +0.9% |
| YTD | -18.4% | +67.9% | -86.2% | -34.9% |
| 1Y | +4.9% | +72.4% | -67.4% | -17.9% |
| 3Y | +16.4% | +48.4% | -32.0% | -14.6% |
| All | +16.4% | +47.4% | -31.0% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling