-76.7%
ENPH vs FTV
-3.0%
-73.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +2.4% |
| 7D | +1.5% | -5.2% | +6.7% | +6.2% |
| 30D | -12.9% | -11.5% | -1.3% | -3.4% |
| 3M | -27.1% | -9.0% | -18.1% | -22.1% |
| 6M | -15.4% | -2.0% | -13.4% | -16.5% |
| YTD | +15.0% | -0.9% | +15.9% | +13.8% |
| 1Y | -0.7% | +14.8% | -15.5% | -14.1% |
| 3Y | -69.3% | -5.5% | -63.8% | -69.5% |
| 5Y | -76.7% | -1.9% | -74.8% | -78.8% |
| All | -76.7% | -3.0% | -73.7% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling