+35.2%
B vs ENPH
+384.9%
-349.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | +9.4% | -6.6% | +16.1% | +9.8% |
| 3M | +5.0% | -46.8% | +51.8% | +8.6% |
| 6M | -3.5% | -14.7% | +11.2% | -3.3% |
| YTD | +4.5% | +13.5% | -9.0% | +2.6% |
| 1Y | +67.8% | -0.4% | +68.2% | +65.7% |
| 3Y | +196.7% | -71.7% | +268.4% | +206.0% |
| 5Y | +151.9% | -79.1% | +231.0% | +158.9% |
| 10Y | +202.2% | +1,898.4% | -1,696.2% | +150.7% |
| All | +35.2% | +384.9% | -349.8% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling