+520.3%
BKNG vs ENPH
+391.5%
+128.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -10.7% | +1.5% | -12.2% | -10.8% |
| 30D | -18.1% | -12.9% | -5.2% | -17.2% |
| 3M | +8.5% | -27.1% | +35.6% | +10.9% |
| 6M | -0.1% | -15.4% | +15.4% | -0.4% |
| YTD | -18.2% | +15.0% | -33.2% | -21.6% |
| 1Y | -19.9% | -0.7% | -19.2% | -22.4% |
| 3Y | +41.6% | -69.3% | +110.9% | +46.8% |
| 5Y | +93.1% | -76.7% | +169.8% | +99.6% |
| 10Y | +214.8% | +1,947.8% | -1,733.0% | +104.1% |
| All | +520.3% | +391.5% | +128.9% | +325.5% |
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 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