+16.0%
BX vs ENPH
-77.4%
+93.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -8.9% | +1.5% | -10.4% | -9.2% |
| 30D | -14.8% | -12.9% | -1.9% | -12.8% |
| 3M | +6.9% | -27.1% | +34.0% | +12.2% |
| 6M | +16.3% | -15.4% | +31.7% | +15.6% |
| YTD | -16.1% | +15.0% | -31.1% | -23.1% |
| 1Y | -26.8% | -0.7% | -26.1% | -31.5% |
| 3Y | +22.4% | -69.3% | +91.8% | +35.8% |
| 5Y | +16.0% | -76.7% | +92.7% | +32.6% |
| All | +16.0% | -77.4% | +93.4% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling