+65.9%
BLK vs ENPH
-70.3%
+136.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | -3.3% | -0.1% | -3.3% | -3.3% |
| 30D | -6.5% | -10.8% | +4.3% | -5.7% |
| 3M | +6.7% | -33.8% | +40.6% | +10.2% |
| 6M | +14.7% | -16.1% | +30.9% | +14.7% |
| YTD | +2.5% | +13.4% | -10.9% | -1.1% |
| 1Y | -2.8% | -2.6% | -0.2% | -5.3% |
| 3Y | +65.9% | -70.3% | +136.1% | +69.0% |
| All | +65.9% | -70.3% | +136.1% | +69.0% |
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 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