-63.1%
ENPH vs BTSG
+421.3%
-484.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +6.3% |
| 7D | +9.3% | +5.7% | +3.5% | +8.3% |
| 30D | -7.3% | +0.2% | -7.5% | -7.4% |
| 3M | -31.7% | +5.6% | -37.4% | -32.7% |
| 6M | -3.5% | +50.8% | -54.3% | -9.7% |
| YTD | +21.2% | +67.0% | -45.9% | +11.2% |
| 1Y | +0.1% | +145.5% | -145.5% | -14.2% |
| All | -63.1% | +421.3% | -484.5% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling