-40.1%
ENPH vs BIYA
-99.8%
+59.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +1.5% | -1.3% | +2.8% | +1.5% |
| 30D | -12.9% | -15.9% | +3.1% | -12.9% |
| 3M | -27.1% | -81.2% | +54.1% | -28.0% |
| 6M | -15.4% | -88.2% | +72.8% | -15.9% |
| YTD | +15.0% | -94.1% | +109.1% | +13.9% |
| 1Y | -0.7% | -98.7% | +98.0% | +2.6% |
| All | -40.1% | -99.8% | +59.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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