-65.0%
ENPH vs BTSG
+382.3%
-447.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.6% | +7.0% | +1.5% |
| 7D | +1.5% | -5.8% | +7.3% | +2.5% |
| 30D | -12.9% | 0.0% | -12.8% | -12.9% |
| 3M | -27.1% | -4.5% | -22.6% | -26.9% |
| 6M | -15.4% | +40.0% | -55.4% | -19.9% |
| YTD | +15.0% | +54.6% | -39.5% | +6.9% |
| 1Y | -0.7% | +106.1% | -106.8% | -12.3% |
| All | -65.0% | +382.3% | -447.4% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling