-76.7%
ENPH vs FND
-62.8%
-13.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.2% |
| 7D | +1.5% | -5.1% | +6.6% | +4.2% |
| 30D | -12.9% | -22.5% | +9.7% | +0.2% |
| 3M | -27.1% | -5.0% | -22.1% | -26.3% |
| 6M | -15.4% | -21.5% | +6.1% | -6.1% |
| YTD | +15.0% | -23.0% | +38.0% | +29.5% |
| 1Y | -0.7% | -44.9% | +44.2% | +34.1% |
| 3Y | -69.3% | -50.0% | -19.4% | -57.7% |
| 5Y | -76.7% | -63.3% | -13.4% | -61.0% |
| All | -76.7% | -62.8% | -13.9% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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