-70.2%
ENPH vs FIVE
+56.0%
-126.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.3% |
| 7D | -2.4% | +4.3% | -6.6% | -3.6% |
| 30D | -6.6% | +12.5% | -19.1% | -9.9% |
| 3M | -46.8% | +31.2% | -78.1% | -50.9% |
| 6M | -14.7% | +14.4% | -29.1% | -18.8% |
| YTD | +13.5% | +33.9% | -20.4% | +3.3% |
| 1Y | -0.4% | +65.1% | -65.5% | -14.8% |
| All | -70.2% | +56.0% | -126.3% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling