-76.2%
ENPH vs FFIV
+92.2%
-168.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +9.3% | -1.5% | +10.8% | +10.2% |
| 30D | -7.3% | -2.7% | -4.6% | -6.1% |
| 3M | -31.7% | -1.7% | -30.1% | -31.1% |
| 6M | -3.5% | +36.1% | -39.6% | -18.5% |
| YTD | +21.2% | +52.6% | -31.5% | -4.1% |
| 1Y | +0.1% | +21.5% | -21.5% | -11.3% |
| 3Y | -67.7% | +142.7% | -210.4% | -82.7% |
| 5Y | -76.2% | +92.6% | -168.8% | -85.3% |
| All | -76.2% | +92.2% | -168.4% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling