+6.5%
D vs ENPH
-77.3%
+83.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.3% |
| 7D | +0.8% | +9.3% | -8.5% | +0.4% |
| 30D | -0.7% | -7.3% | +6.5% | -0.5% |
| 3M | +2.1% | -31.7% | +33.8% | +3.3% |
| 6M | +6.8% | -3.5% | +10.3% | +6.1% |
| YTD | +16.5% | +21.2% | -4.6% | +13.8% |
| 1Y | +19.2% | +0.1% | +19.1% | +17.2% |
| 3Y | +61.9% | -67.7% | +129.6% | +64.5% |
| 5Y | +6.5% | -76.2% | +82.8% | +11.6% |
| All | +6.5% | -77.3% | +83.9% | +11.6% |
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