+114.8%
ALL vs ENPH
-77.3%
+192.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.8% | -9.1% | -2.3% |
| 7D | -1.7% | +9.3% | -11.0% | -1.6% |
| 30D | -4.7% | -7.3% | +2.6% | -4.7% |
| 3M | +18.4% | -31.7% | +50.1% | +18.4% |
| 6M | +20.5% | -3.5% | +24.0% | +19.9% |
| YTD | +23.5% | +21.2% | +2.4% | +22.4% |
| 1Y | +29.0% | +0.1% | +28.9% | +28.0% |
| 3Y | +153.7% | -67.7% | +221.4% | +153.7% |
| 5Y | +114.8% | -76.2% | +191.0% | +119.7% |
| All | +114.8% | -77.3% | +192.1% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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