+2,833.1%
ENPH vs FND
+66.0%
+2,767.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.7% |
| 7D | -2.4% | -5.2% | +2.9% | +0.1% |
| 30D | -6.6% | -19.9% | +13.3% | +3.7% |
| 3M | -46.8% | +2.7% | -49.5% | -48.2% |
| 6M | -14.7% | -21.7% | +6.9% | -6.3% |
| YTD | +13.5% | -17.5% | +31.0% | +21.9% |
| 1Y | -0.4% | -39.3% | +38.9% | +23.1% |
| 3Y | -71.7% | -49.8% | -22.0% | -62.6% |
| 5Y | -79.1% | -60.1% | -19.0% | -70.8% |
| All | +2,833.1% | +66.0% | +2,767.0% | +2,849.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling