+49.1%
D vs ENPH
+2,128.2%
-2,079.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | -1.4% | -8.4% | +7.1% | -1.1% |
| 30D | +7.7% | -11.2% | +18.9% | +8.1% |
| 3M | -0.3% | -36.1% | +35.8% | +1.1% |
| 6M | +10.1% | -37.9% | +48.0% | +11.2% |
| YTD | +19.1% | -18.7% | +37.7% | +18.3% |
| 1Y | +15.9% | -9.8% | +25.7% | +14.7% |
| 3Y | +75.0% | -66.8% | +141.8% | +76.9% |
| 5Y | +13.4% | -89.6% | +103.0% | +18.2% |
| All | +49.1% | +2,128.2% | -2,079.1% | +37.6% |
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 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