+1,947.8%
ENPH vs FIVE
+483.6%
+1,464.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +1.3% |
| 7D | +1.5% | +0.6% | +1.0% | +1.3% |
| 30D | -12.9% | +3.0% | -15.9% | -14.2% |
| 3M | -27.1% | +23.2% | -50.3% | -33.4% |
| 6M | -15.4% | +9.2% | -24.6% | -19.8% |
| YTD | +15.0% | +28.1% | -13.1% | +1.7% |
| 1Y | -0.7% | +65.3% | -66.0% | -21.5% |
| 3Y | -69.3% | +49.4% | -118.7% | -76.9% |
| 5Y | -76.7% | +29.5% | -106.2% | -82.1% |
| All | +1,947.8% | +483.6% | +1,464.1% | +771.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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