+237.7%
BAC vs ENPH
+2,435.8%
-2,198.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.2% | +0.7% |
| 7D | +2.1% | -9.1% | +11.2% | +2.9% |
| 30D | -6.7% | -15.8% | +9.1% | -5.6% |
| 3M | -20.2% | -32.5% | +12.2% | -17.9% |
| 6M | -0.2% | -24.2% | +24.0% | +0.4% |
| YTD | -6.4% | -13.8% | +7.4% | -7.9% |
| 1Y | -3.1% | -15.8% | +12.7% | -4.5% |
| 3Y | +96.7% | -64.6% | +161.3% | +100.7% |
| 5Y | +21.3% | -88.1% | +109.3% | +32.4% |
| 10Y | +237.7% | +2,367.9% | -2,130.1% | +168.1% |
| All | +237.7% | +2,435.8% | -2,198.1% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling