+587.4%
BAC vs ENPH
+277.3%
+310.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | -1.9% | -10.3% | +8.4% | -1.0% |
| 30D | -7.2% | -10.1% | +3.0% | -6.6% |
| 3M | -20.4% | -33.1% | +12.7% | -18.1% |
| 6M | +1.3% | -24.8% | +26.1% | +2.0% |
| YTD | -6.4% | -11.7% | +5.3% | -8.0% |
| 1Y | -3.5% | -8.2% | +4.7% | -5.5% |
| 3Y | +96.7% | -63.7% | +160.4% | +100.4% |
| 5Y | +20.6% | -88.7% | +109.3% | +32.0% |
| 10Y | +233.0% | +2,382.5% | -2,149.4% | +116.1% |
| All | +587.4% | +277.3% | +310.1% | +361.0% |
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 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