+395.5%
ENPH vs FFIV
+187.8%
+207.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.4% | -1.0% | -1.4% | -1.9% |
| 30D | -6.6% | -5.1% | -1.6% | -4.2% |
| 3M | -46.8% | -4.5% | -42.4% | -45.2% |
| 6M | -14.7% | +36.5% | -51.2% | -29.2% |
| YTD | +13.5% | +53.0% | -39.5% | -11.9% |
| 1Y | -0.4% | +24.2% | -24.6% | -13.8% |
| 3Y | -71.7% | +137.2% | -209.0% | -84.1% |
| 5Y | -79.1% | +91.8% | -170.9% | -86.7% |
| 10Y | +1,898.4% | +215.2% | +1,683.2% | +851.3% |
| All | +395.5% | +187.8% | +207.7% | +114.3% |
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 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