+264.9%
ENPH vs BBWI
-3.6%
+268.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.4% | -4.3% |
| 7D | -7.6% | -4.5% | -3.0% | -6.0% |
| 30D | -16.4% | +17.1% | -33.5% | -21.1% |
| 3M | -34.3% | +17.5% | -51.8% | -38.9% |
| 6M | -28.5% | +12.8% | -41.4% | -33.2% |
| YTD | -16.4% | +8.2% | -24.6% | -21.8% |
| 1Y | -12.8% | -1.8% | -11.0% | -17.1% |
| 3Y | -65.7% | -25.8% | -39.9% | -66.1% |
| 5Y | -89.4% | -68.0% | -21.3% | -86.3% |
| 10Y | +2,249.1% | -47.6% | +2,296.7% | +2,042.7% |
| All | +264.9% | -3.6% | +268.4% | +69.9% |
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