-67.7%
ENPH vs BAH
-32.1%
-35.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +6.9% |
| 7D | +9.3% | -4.3% | +13.6% | +9.7% |
| 30D | -7.3% | -4.5% | -2.8% | -6.8% |
| 3M | -31.7% | -7.6% | -24.1% | -30.7% |
| 6M | -3.5% | -10.6% | +7.1% | -2.1% |
| YTD | +21.2% | -12.6% | +33.7% | +22.9% |
| 1Y | +0.1% | -27.0% | +27.0% | +4.6% |
| 3Y | -67.7% | -31.5% | -36.2% | -68.8% |
| All | -67.7% | -32.1% | -35.6% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling