-77.5%
ENPH vs FGI
-70.0%
-7.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.8% | -4.9% |
| 7D | -9.1% | -4.1% | -5.0% | -9.0% |
| 30D | -15.8% | -3.4% | -12.4% | -15.7% |
| 3M | -32.5% | +61.8% | -94.2% | -35.3% |
| 6M | -24.2% | +17.0% | -41.2% | -26.6% |
| YTD | -13.8% | +31.4% | -45.2% | -19.2% |
| 1Y | -15.8% | +42.7% | -58.5% | -21.9% |
| 3Y | -64.6% | -0.1% | -64.4% | -68.3% |
| All | -77.5% | -70.0% | -7.4% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling