-88.1%
ENPH vs BAH
+10.2%
-98.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.2% |
| 7D | -9.1% | +0.5% | -9.6% | -9.3% |
| 30D | -15.8% | +18.2% | -34.0% | -19.5% |
| 3M | -32.5% | +13.1% | -45.5% | -34.7% |
| 6M | -24.2% | +15.2% | -39.4% | -27.7% |
| YTD | -13.8% | +6.0% | -19.8% | -16.9% |
| 1Y | -15.8% | +3.1% | -18.9% | -18.2% |
| 3Y | -64.6% | -26.2% | -38.4% | -65.2% |
| 5Y | -88.1% | +9.3% | -97.4% | -92.4% |
| All | -88.1% | +10.2% | -98.3% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling