+25.0%
BIL vs ENPH
+384.9%
-360.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.1% | -2.4% | +2.4% | +0.1% |
| 30D | +0.3% | -6.6% | +7.0% | +0.3% |
| 3M | +0.9% | -46.8% | +47.8% | +0.9% |
| 6M | +1.8% | -14.7% | +16.6% | +1.8% |
| YTD | +2.4% | +13.5% | -11.0% | +2.4% |
| 1Y | +3.7% | -0.4% | +4.1% | +3.7% |
| 3Y | +14.2% | -71.7% | +85.9% | +14.2% |
| 5Y | +19.4% | -79.1% | +98.5% | +19.4% |
| 10Y | +25.2% | +1,898.4% | -1,873.1% | +25.2% |
| All | +25.0% | +384.9% | -360.0% | +24.9% |
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