-89.3%
ENPH vs BEN
+28.2%
-117.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | -8.4% | +6.8% | -15.2% | -12.9% |
| 30D | -11.2% | +18.0% | -29.2% | -21.5% |
| 3M | -36.1% | +7.5% | -43.5% | -39.5% |
| 6M | -37.9% | +14.7% | -52.6% | -44.0% |
| YTD | -18.7% | +56.1% | -74.7% | -41.1% |
| 1Y | -9.8% | +69.6% | -79.4% | -38.3% |
| 3Y | -66.8% | +87.7% | -154.5% | -79.4% |
| All | -89.3% | +28.2% | -117.6% | -91.5% |
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