-63.6%
ENPH vs FGI
+1.5%
-65.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +11.0% | -7.0% | +17.9% | +11.2% |
| 30D | -15.0% | -4.2% | -10.8% | -15.0% |
| 3M | -28.2% | +55.6% | -83.8% | -30.4% |
| 6M | -20.5% | -3.2% | -17.3% | -21.9% |
| YTD | -11.2% | +29.1% | -40.3% | -15.5% |
| 1Y | -8.7% | +51.0% | -59.6% | -13.8% |
| 3Y | -63.6% | +1.5% | -65.1% | -65.4% |
| All | -63.6% | +1.5% | -65.1% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling