+255.2%
ENPH vs BEN
+56.8%
+198.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | -8.4% | +6.8% | -15.2% | -12.2% |
| 30D | -11.2% | +18.0% | -29.2% | -20.1% |
| 3M | -36.1% | +7.5% | -43.5% | -39.0% |
| 6M | -37.9% | +14.7% | -52.6% | -43.1% |
| YTD | -18.7% | +56.1% | -74.7% | -38.2% |
| 1Y | -9.8% | +69.6% | -79.4% | -34.9% |
| 3Y | -66.8% | +87.7% | -154.5% | -77.9% |
| 5Y | -89.6% | +28.6% | -118.3% | -91.5% |
| 10Y | +2,186.8% | +59.8% | +2,127.0% | +1,287.5% |
| All | +255.2% | +56.8% | +198.3% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling