+395.5%
ENPH vs BBWI
-10.8%
+406.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.9% |
| 7D | -2.4% | +1.5% | -3.9% | -2.9% |
| 30D | -6.6% | -5.2% | -1.4% | -5.4% |
| 3M | -46.8% | +11.1% | -57.9% | -49.5% |
| 6M | -14.7% | -13.4% | -1.4% | -12.3% |
| YTD | +13.5% | +0.1% | +13.4% | +10.1% |
| 1Y | -0.4% | -36.1% | +35.7% | +11.1% |
| 3Y | -71.7% | -44.1% | -27.7% | -68.8% |
| 5Y | -79.1% | -66.2% | -12.9% | -73.6% |
| 10Y | +1,898.4% | -54.8% | +1,953.1% | +1,859.8% |
| All | +395.5% | -10.8% | +406.3% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling