+661.1%
BX vs ENPH
+1,908.3%
-1,247.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.7% |
| 7D | -5.6% | -0.1% | -5.6% | -5.7% |
| 30D | -12.2% | -10.8% | -1.4% | -11.0% |
| 3M | +7.4% | -33.8% | +41.2% | +12.7% |
| 6M | +22.2% | -16.1% | +38.3% | +22.1% |
| YTD | -14.0% | +13.4% | -27.4% | -18.5% |
| 1Y | -27.3% | -2.6% | -24.7% | -30.1% |
| 3Y | +24.5% | -70.3% | +94.8% | +33.4% |
| 5Y | +18.9% | -77.0% | +95.9% | +29.1% |
| All | +661.1% | +1,908.3% | -1,247.2% | +516.2% |
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