+144.7%
D vs ENPH
+279.6%
-134.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | +3.0% | +11.0% | -8.0% | +2.6% |
| 30D | +11.5% | -15.0% | +26.5% | +11.9% |
| 3M | +3.7% | -28.2% | +32.0% | +4.6% |
| 6M | +13.5% | -20.5% | +34.0% | +13.6% |
| YTD | +20.7% | -11.2% | +31.9% | +19.9% |
| 1Y | +18.2% | -8.7% | +26.9% | +17.2% |
| 3Y | +73.3% | -63.6% | +136.9% | +74.5% |
| 5Y | +12.3% | -88.0% | +100.3% | +15.5% |
| 10Y | +43.4% | +2,333.3% | -2,289.9% | +28.1% |
| All | +144.7% | +279.6% | -134.9% | +116.7% |
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