-61.5%
ENPH vs FFIV
+103.5%
-165.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.2% |
| 7D | +4.1% | -2.1% | +6.2% | +5.3% |
| 30D | -11.4% | -33.8% | +22.4% | +6.2% |
| 3M | -30.5% | -20.6% | -9.9% | -22.7% |
| 6M | -20.2% | -10.2% | -10.0% | -14.1% |
| YTD | -9.3% | +24.5% | -33.7% | -13.0% |
| 1Y | -3.8% | +29.3% | -33.1% | -9.0% |
| 3Y | -61.5% | +103.8% | -165.3% | -78.3% |
| All | -61.5% | +103.5% | -165.0% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling