-78.4%
ENPH vs FIVE
+31.2%
-109.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.7% |
| 7D | -2.4% | +4.3% | -6.6% | -3.9% |
| 30D | -6.6% | +12.5% | -19.1% | -10.9% |
| 3M | -46.8% | +31.2% | -78.1% | -52.1% |
| 6M | -14.7% | +14.4% | -29.1% | -20.0% |
| YTD | +13.5% | +33.9% | -20.4% | +0.2% |
| 1Y | -0.4% | +65.1% | -65.5% | -19.1% |
| 3Y | -71.7% | +49.0% | -120.7% | -77.0% |
| All | -78.4% | +31.2% | -109.7% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling