+3.3%
BAX vs ENPH
+384.9%
-381.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -1.1% | -2.4% | +1.2% | -1.0% |
| 30D | -5.5% | -6.6% | +1.2% | -5.2% |
| 3M | +33.5% | -46.8% | +80.4% | +37.1% |
| 6M | +35.9% | -14.7% | +50.6% | +35.8% |
| YTD | +35.4% | +13.5% | +21.9% | +33.2% |
| 1Y | +9.8% | -0.4% | +10.2% | +8.4% |
| 3Y | -32.7% | -71.7% | +39.0% | -31.4% |
| 5Y | -65.6% | -79.1% | +13.5% | -65.0% |
| 10Y | -34.9% | +1,898.4% | -1,933.3% | -46.5% |
| All | +3.3% | +384.9% | -381.6% | -13.8% |
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 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