+1,919.4%
ENPH vs BTG
+159.3%
+1,760.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.1% | -3.8% | +3.7% | +0.7% |
| 30D | -10.8% | +3.6% | -14.5% | -11.8% |
| 3M | -33.8% | +32.0% | -65.8% | -38.7% |
| 6M | -16.1% | +3.4% | -19.5% | -18.2% |
| YTD | +13.4% | +20.8% | -7.4% | +6.7% |
| 1Y | -2.6% | +22.4% | -25.0% | -9.3% |
| 3Y | -70.3% | +91.7% | -162.0% | -75.6% |
| 5Y | -77.0% | +79.0% | -156.0% | -81.2% |
| All | +1,919.4% | +159.3% | +1,760.2% | +1,473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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