+646.6%
BLK vs ENPH
+391.5%
+255.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -5.2% | +1.5% | -6.7% | -5.3% |
| 30D | -7.0% | -12.9% | +5.8% | -6.0% |
| 3M | +5.7% | -27.1% | +32.8% | +8.2% |
| 6M | +11.0% | -15.4% | +26.4% | +11.0% |
| YTD | +0.9% | +15.0% | -14.1% | -2.7% |
| 1Y | -1.6% | -0.7% | -0.9% | -4.2% |
| 3Y | +64.5% | -69.3% | +133.8% | +71.1% |
| 5Y | +30.9% | -76.7% | +107.6% | +36.1% |
| 10Y | +275.1% | +1,947.8% | -1,672.7% | +163.9% |
| All | +646.6% | +391.5% | +255.1% | +422.7% |
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