-65.5%
ENPH vs BTSG
+389.4%
-454.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -0.1% | -3.3% | +3.2% | +0.5% |
| 30D | -10.8% | -1.6% | -9.2% | -10.6% |
| 3M | -33.8% | -6.9% | -26.9% | -33.4% |
| 6M | -16.1% | +42.1% | -58.2% | -20.7% |
| YTD | +13.4% | +56.8% | -43.4% | +5.2% |
| 1Y | -2.6% | +109.8% | -112.4% | -14.2% |
| All | -65.5% | +389.4% | -454.9% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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