-76.7%
ENPH vs FRSH
-72.6%
-4.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +1.5% | -11.2% | +12.7% | +5.1% |
| 30D | -12.9% | -0.8% | -12.0% | -13.0% |
| 3M | -27.1% | +26.4% | -53.5% | -33.2% |
| 6M | -15.4% | +48.4% | -63.8% | -27.6% |
| YTD | +15.0% | -3.1% | +18.1% | +12.1% |
| 1Y | -0.7% | -8.7% | +8.0% | -1.2% |
| 3Y | -69.3% | -45.8% | -23.5% | -65.1% |
| All | -76.7% | -72.6% | -4.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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