+72.9%
BAC vs ENPH
-77.3%
+150.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.2% | -1.0% |
| 7D | +1.2% | +9.3% | -8.1% | +0.5% |
| 30D | -0.7% | -7.3% | +6.5% | -0.2% |
| 3M | +16.9% | -31.7% | +48.7% | +19.9% |
| 6M | +29.6% | -3.5% | +33.1% | +27.7% |
| YTD | +15.3% | +21.2% | -5.9% | +10.5% |
| 1Y | +28.8% | +0.1% | +28.8% | +25.1% |
| 3Y | +136.4% | -67.7% | +204.1% | +144.8% |
| 5Y | +72.9% | -76.2% | +149.1% | +85.0% |
| All | +72.9% | -77.3% | +150.3% | +85.0% |
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