-31.8%
BAX vs ENPH
+2,318.8%
-2,350.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.4% |
| 7D | -0.6% | -10.3% | +9.7% | 0.0% |
| 30D | +6.3% | -10.1% | +16.4% | +6.7% |
| 3M | -4.6% | -33.1% | +28.5% | -2.7% |
| 6M | +50.4% | -24.8% | +75.2% | +51.2% |
| YTD | +38.0% | -11.7% | +49.7% | +37.1% |
| 1Y | +44.6% | -8.2% | +52.8% | +43.3% |
| 3Y | -15.1% | -63.7% | +48.6% | -13.9% |
| 5Y | -63.3% | -88.7% | +25.4% | -61.7% |
| All | -31.8% | +2,318.8% | -2,350.6% | -40.8% |
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