-11.4%
ENPH vs FGI
+45.3%
-56.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.1% |
| 7D | +4.1% | -1.4% | +5.5% | +4.2% |
| 30D | -11.4% | -3.2% | -8.1% | -11.3% |
| 3M | -30.5% | +64.1% | -94.7% | -32.9% |
| 6M | -20.2% | +17.2% | -37.4% | -21.8% |
| YTD | -9.3% | +31.6% | -40.8% | -16.8% |
| All | -11.4% | +45.3% | -56.8% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling