+1,947.8%
ENPH vs FDS
+66.9%
+1,880.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +3.4% |
| 7D | +1.5% | -16.0% | +17.5% | +10.7% |
| 30D | -12.9% | -6.7% | -6.1% | -10.2% |
| 3M | -27.1% | +6.0% | -33.1% | -32.1% |
| 6M | -15.4% | +25.1% | -40.5% | -32.3% |
| YTD | +15.0% | -8.1% | +23.1% | +11.7% |
| 1Y | -0.7% | -26.0% | +25.3% | +11.2% |
| 3Y | -69.3% | -36.4% | -32.9% | -63.3% |
| 5Y | -76.7% | -27.7% | -49.0% | -74.5% |
| All | +1,947.8% | +66.9% | +1,880.9% | +1,099.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling