+1,919.4%
ENPH vs BBWI
-55.0%
+1,974.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.8% | -3.5% |
| 7D | -0.1% | -4.8% | +4.8% | +1.4% |
| 30D | -10.8% | +3.5% | -14.3% | -12.5% |
| 3M | -33.8% | -0.3% | -33.5% | -34.8% |
| 6M | -16.1% | -5.4% | -10.8% | -16.3% |
| YTD | +13.4% | -4.7% | +18.1% | +12.1% |
| 1Y | -2.6% | -30.5% | +27.9% | +4.9% |
| 3Y | -70.3% | -44.3% | -25.9% | -67.4% |
| 5Y | -77.0% | -66.9% | -10.2% | -71.4% |
| All | +1,919.4% | -55.0% | +1,974.4% | +1,555.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling