+63.1%
FSLR vs ENTG
-3.4%
+66.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.5% | -5.2% |
| 7D | -2.6% | -9.3% | +6.6% | -0.5% |
| 30D | +1.8% | -16.4% | +18.1% | +6.1% |
| 3M | -24.4% | -3.8% | -20.5% | -25.4% |
| 6M | -17.7% | -6.9% | -10.8% | -19.6% |
| YTD | -30.7% | +65.0% | -95.7% | -45.3% |
| 1Y | -33.6% | +61.7% | -95.3% | -47.4% |
| 3Y | +35.1% | +46.6% | -11.5% | +5.0% |
| 5Y | +63.1% | -2.7% | +65.7% | +42.9% |
| All | +63.1% | -3.4% | +66.4% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling