-70.3%
ENPH vs BG
+18.0%
-88.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.8% |
| 7D | -0.1% | +3.1% | -3.2% | -1.0% |
| 30D | -10.8% | +10.2% | -21.1% | -13.9% |
| 3M | -33.8% | -1.7% | -32.2% | -33.5% |
| 6M | -16.1% | +1.0% | -17.1% | -17.5% |
| YTD | +13.4% | +39.9% | -26.5% | -4.8% |
| 1Y | -2.6% | +53.2% | -55.8% | -22.3% |
| 3Y | -70.3% | +16.3% | -86.5% | -72.6% |
| All | -70.3% | +18.0% | -88.2% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling