+296.2%
ENPH vs FFIV
+134.2%
+162.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +0.9% |
| 7D | +4.1% | -2.1% | +6.2% | +5.6% |
| 30D | -11.4% | -33.8% | +22.4% | +12.0% |
| 3M | -30.5% | -20.6% | -9.9% | -21.4% |
| 6M | -20.2% | -10.2% | -10.0% | -15.3% |
| YTD | -9.3% | +24.5% | -33.7% | -21.2% |
| 1Y | -3.8% | +29.3% | -33.1% | -18.3% |
| 3Y | -61.5% | +103.8% | -165.3% | -76.5% |
| 5Y | -87.9% | +40.9% | -128.7% | -90.8% |
| 10Y | +2,519.8% | +126.6% | +2,393.2% | +1,383.8% |
| All | +296.2% | +134.2% | +162.0% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling