-76.2%
ENPH vs FDS
-20.4%
-55.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.3% | +11.1% | +8.0% |
| 7D | +9.3% | -5.4% | +14.6% | +10.8% |
| 30D | -7.3% | +1.6% | -8.8% | -7.9% |
| 3M | -31.7% | +17.7% | -49.5% | -36.3% |
| 6M | -3.5% | +29.1% | -32.5% | -16.3% |
| YTD | +21.2% | +1.0% | +20.2% | +20.4% |
| 1Y | +0.1% | -21.6% | +21.7% | +16.3% |
| 3Y | -67.7% | -30.1% | -37.6% | -61.7% |
| 5Y | -76.2% | -20.7% | -55.5% | -68.5% |
| All | -76.2% | -20.4% | -55.8% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling