+246.4%
ENPH vs FCUV
-95.9%
+342.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.0% | +1.6% | -5.4% |
| 7D | +3.4% | -63.8% | +67.1% | +3.3% |
| 30D | -10.3% | -14.7% | +4.4% | -10.2% |
| 3M | -31.4% | +65.3% | -96.7% | -31.1% |
| 6M | -10.1% | -68.5% | +58.4% | -9.8% |
| YTD | +14.6% | -83.0% | +97.6% | +14.9% |
| 1Y | -3.2% | -94.4% | +91.2% | -3.0% |
| 3Y | -69.5% | -99.3% | +29.8% | -69.4% |
| 5Y | -77.2% | -99.9% | +22.6% | -77.3% |
| 10Y | +1,940.0% | -98.6% | +2,038.6% | +2,131.5% |
| All | +246.4% | -95.9% | +342.3% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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