+400.3%
ENPH vs BTG
+66.6%
+333.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.7% |
| 7D | +3.4% | +2.4% | +1.0% | +2.9% |
| 30D | -10.3% | +9.5% | -19.8% | -11.6% |
| 3M | -31.4% | +38.5% | -69.9% | -35.1% |
| 6M | -10.1% | +5.6% | -15.8% | -11.8% |
| YTD | +14.6% | +23.9% | -9.4% | +9.9% |
| 1Y | -3.2% | +32.1% | -35.3% | -8.4% |
| 3Y | -69.5% | +103.2% | -172.7% | -73.1% |
| 5Y | -77.2% | +79.7% | -157.0% | -79.9% |
| 10Y | +1,940.0% | +159.1% | +1,780.9% | +1,634.5% |
| All | +400.3% | +66.6% | +333.7% | +342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling