-77.2%
ENPH vs BEN
+40.0%
-117.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.4% |
| 7D | +3.4% | +3.4% | 0.0% | +1.0% |
| 30D | -10.3% | +1.8% | -12.1% | -11.4% |
| 3M | -31.4% | +8.4% | -39.7% | -35.2% |
| 6M | -10.1% | +35.6% | -45.8% | -27.5% |
| YTD | +14.6% | +46.4% | -31.8% | -11.2% |
| 1Y | -3.2% | +46.3% | -49.5% | -25.1% |
| 3Y | -69.5% | +54.6% | -124.1% | -77.6% |
| 5Y | -77.2% | +39.4% | -116.6% | -82.2% |
| All | -77.2% | +40.0% | -117.2% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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