-33.4%
BAX vs ENPH
-70.0%
+36.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.3% |
| 7D | -5.1% | +3.4% | -8.5% | -5.5% |
| 30D | -12.2% | -10.3% | -1.9% | -11.3% |
| 3M | +21.8% | -31.4% | +53.2% | +25.7% |
| 6M | +36.3% | -10.1% | +46.4% | +34.5% |
| YTD | +27.8% | +14.6% | +13.2% | +22.3% |
| 1Y | -0.1% | -3.2% | +3.2% | -3.2% |
| All | -33.4% | -70.0% | +36.6% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling