+1,919.4%
ENPH vs BG
+166.7%
+1,752.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.5% |
| 7D | -0.1% | +3.1% | -3.2% | -1.5% |
| 30D | -10.8% | +10.2% | -21.1% | -15.5% |
| 3M | -33.8% | -1.7% | -32.2% | -34.0% |
| 6M | -16.1% | +1.0% | -17.1% | -18.6% |
| YTD | +13.4% | +39.9% | -26.5% | -8.4% |
| 1Y | -2.6% | +53.2% | -55.8% | -26.0% |
| 3Y | -70.3% | +16.3% | -86.5% | -74.1% |
| 5Y | -77.0% | +83.9% | -160.9% | -85.8% |
| All | +1,919.4% | +166.7% | +1,752.8% | +707.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling