+48.0%
D vs ENPH
+2,567.9%
-2,519.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.6% |
| 7D | +0.8% | +4.1% | -3.3% | +0.6% |
| 30D | +10.7% | -11.4% | +22.1% | +11.0% |
| 3M | +2.3% | -30.5% | +32.8% | +3.4% |
| 6M | +12.5% | -20.2% | +32.7% | +12.6% |
| YTD | +20.1% | -9.3% | +29.4% | +18.9% |
| 1Y | +15.6% | -3.8% | +19.3% | +14.1% |
| 3Y | +75.2% | -61.5% | +136.7% | +76.2% |
| 5Y | +14.6% | -87.9% | +102.4% | +18.8% |
| All | +48.0% | +2,567.9% | -2,519.9% | +36.1% |
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 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