+848.2%
BNY vs ENPH
+391.5%
+456.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.1% | +1.5% | -2.6% | -1.2% |
| 30D | +1.4% | -12.9% | +14.3% | +2.2% |
| 3M | +16.8% | -27.1% | +43.9% | +18.8% |
| 6M | +42.0% | -15.4% | +57.4% | +41.8% |
| YTD | +41.9% | +15.0% | +26.9% | +38.0% |
| 1Y | +59.2% | -0.7% | +59.9% | +55.9% |
| 3Y | +290.9% | -69.3% | +360.3% | +302.0% |
| 5Y | +259.0% | -76.7% | +335.7% | +267.9% |
| 10Y | +413.0% | +1,947.8% | -1,534.7% | +275.6% |
| All | +848.2% | +391.5% | +456.8% | +601.8% |
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