+1,919.4%
ENPH vs FTV
+80.7%
+1,838.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -0.1% | -4.0% | +3.9% | +3.1% |
| 30D | -10.8% | -11.0% | +0.2% | -2.3% |
| 3M | -33.8% | -8.4% | -25.4% | -29.9% |
| 6M | -16.1% | -2.6% | -13.6% | -16.3% |
| YTD | +13.4% | -0.6% | +14.0% | +12.8% |
| 1Y | -2.6% | +11.0% | -13.6% | -11.8% |
| 3Y | -70.3% | -6.3% | -63.9% | -69.8% |
| 5Y | -77.0% | -1.5% | -75.5% | -77.6% |
| All | +1,919.4% | +80.7% | +1,838.7% | +1,121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling