-28.3%
BABA vs ENPH
-88.2%
+59.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | +11.6% | +11.0% | +0.6% | +9.6% |
| 30D | +2.3% | -15.0% | +17.3% | +4.3% |
| 3M | -13.7% | -28.2% | +14.5% | -9.9% |
| 6M | -21.9% | -20.5% | -1.4% | -21.9% |
| YTD | -24.6% | -11.2% | -13.5% | -28.0% |
| 1Y | -34.1% | -8.7% | -25.4% | -37.5% |
| 3Y | +36.3% | -63.6% | +99.8% | +38.9% |
| All | -28.3% | -88.2% | +59.9% | -18.3% |
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