-76.7%
ENPH vs A
-16.6%
-60.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.1% |
| 7D | +1.5% | -4.6% | +6.1% | +4.6% |
| 30D | -12.9% | -4.3% | -8.6% | -10.3% |
| 3M | -27.1% | +8.9% | -36.1% | -31.5% |
| 6M | -15.4% | +24.5% | -39.9% | -28.6% |
| YTD | +15.0% | +5.8% | +9.2% | +8.7% |
| 1Y | -0.7% | +16.2% | -16.9% | -12.7% |
| 3Y | -69.3% | +28.5% | -97.8% | -75.9% |
| 5Y | -76.7% | -16.3% | -60.4% | -75.0% |
| All | -76.7% | -16.6% | -60.1% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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