+275.1%
BLK vs ENPH
+1,908.3%
-1,633.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | -3.3% | -0.1% | -3.3% | -3.3% |
| 30D | -6.5% | -10.8% | +4.3% | -5.6% |
| 3M | +6.7% | -33.8% | +40.6% | +10.5% |
| 6M | +14.7% | -16.1% | +30.9% | +14.8% |
| YTD | +2.5% | +13.4% | -10.9% | -1.3% |
| 1Y | -2.8% | -2.6% | -0.2% | -5.4% |
| 3Y | +65.9% | -70.3% | +136.1% | +73.6% |
| 5Y | +33.0% | -77.0% | +110.0% | +39.3% |
| All | +275.1% | +1,908.3% | -1,633.2% | +214.0% |
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