+255.2%
ENPH vs A
+514.8%
-259.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.1% |
| 7D | -8.4% | -0.5% | -8.0% | -8.1% |
| 30D | -11.2% | 0.0% | -11.2% | -11.5% |
| 3M | -36.1% | +16.7% | -52.8% | -44.0% |
| 6M | -37.9% | +54.8% | -92.8% | -57.4% |
| YTD | -18.7% | +28.8% | -47.5% | -35.9% |
| 1Y | -9.8% | +19.3% | -29.1% | -24.5% |
| 3Y | -66.8% | +65.5% | -132.3% | -79.6% |
| 5Y | -89.6% | +12.1% | -101.7% | -91.3% |
| 10Y | +2,186.8% | +305.4% | +1,881.5% | +552.5% |
| All | +255.2% | +514.8% | -259.6% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling