+264.9%
ENPH vs BUD
+61.2%
+203.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | -7.6% | -1.6% | -6.0% | -6.8% |
| 30D | -16.4% | +6.7% | -23.0% | -19.5% |
| 3M | -34.3% | +5.9% | -40.2% | -36.7% |
| 6M | -28.5% | +5.1% | -33.6% | -31.4% |
| YTD | -16.4% | +32.9% | -49.3% | -29.9% |
| 1Y | -12.8% | +31.8% | -44.6% | -26.6% |
| 3Y | -65.7% | +47.4% | -113.0% | -73.1% |
| 5Y | -89.4% | +50.8% | -140.2% | -92.0% |
| 10Y | +2,249.1% | -5.1% | +2,254.2% | +1,847.1% |
| All | +264.9% | +61.2% | +203.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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