+26.7%
BTDR vs ENPH
-77.2%
+103.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.4% | +0.9% |
| 7D | +22.4% | +9.3% | +13.2% | +20.1% |
| 30D | +16.5% | -7.3% | +23.7% | +18.4% |
| 3M | -31.5% | -31.7% | +0.3% | -25.9% |
| 6M | +74.0% | -3.5% | +77.5% | +75.0% |
| YTD | +13.0% | +21.2% | -8.1% | +8.7% |
| 1Y | -0.2% | +0.1% | -0.3% | -1.0% |
| 3Y | +9.9% | -67.7% | +77.6% | +16.8% |
| 5Y | +28.1% | -76.2% | +104.3% | +35.4% |
| All | +26.7% | -77.2% | +103.9% | +33.1% |
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