+1,628.5%
BX vs ENPH
+417.7%
+1,210.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -2.4% |
| 7D | -2.0% | +9.3% | -11.2% | -3.1% |
| 30D | -2.3% | -7.3% | +5.0% | -1.5% |
| 3M | +18.5% | -31.7% | +50.3% | +23.5% |
| 6M | +23.7% | -3.5% | +27.2% | +21.5% |
| YTD | -10.4% | +21.2% | -31.5% | -15.4% |
| 1Y | -19.6% | +0.1% | -19.6% | -22.6% |
| 3Y | +30.8% | -67.7% | +98.5% | +38.0% |
| 5Y | +24.3% | -76.2% | +100.6% | +33.1% |
| 10Y | +679.5% | +2,057.2% | -1,377.8% | +384.3% |
| All | +1,628.5% | +417.7% | +1,210.8% | +940.4% |
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