+1,940.0%
ENPH vs FDS
+77.2%
+1,862.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -3.7% |
| 7D | +3.4% | -8.8% | +12.2% | +8.2% |
| 30D | -10.3% | -1.4% | -8.9% | -10.1% |
| 3M | -31.4% | +13.9% | -45.3% | -38.4% |
| 6M | -10.1% | +27.4% | -37.5% | -28.3% |
| YTD | +14.6% | -2.5% | +17.0% | +8.1% |
| 1Y | -3.2% | -23.8% | +20.6% | +7.6% |
| 3Y | -69.5% | -32.5% | -37.0% | -64.5% |
| 5Y | -77.2% | -23.2% | -54.1% | -75.9% |
| All | +1,940.0% | +77.2% | +1,862.8% | +1,060.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling