+400.3%
ENPH vs BG
+165.2%
+235.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +3.4% | +0.5% | +2.9% | +3.1% |
| 30D | -10.3% | +10.3% | -20.6% | -15.3% |
| 3M | -31.4% | -1.9% | -29.5% | -31.7% |
| 6M | -10.1% | +5.2% | -15.4% | -15.1% |
| YTD | +14.6% | +41.2% | -26.6% | -8.8% |
| 1Y | -3.2% | +50.5% | -53.7% | -26.5% |
| 3Y | -69.5% | +19.9% | -89.4% | -74.0% |
| 5Y | -77.2% | +86.7% | -163.9% | -86.3% |
| 10Y | +1,940.0% | +167.5% | +1,772.5% | +781.4% |
| All | +400.3% | +165.2% | +235.0% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling