+1,814.2%
ENPH vs FTV
+90.8%
+1,723.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.9% |
| 7D | -2.4% | -4.5% | +2.1% | +1.2% |
| 30D | -6.6% | -7.1% | +0.4% | -1.1% |
| 3M | -46.8% | -7.2% | -39.7% | -44.3% |
| 6M | -14.7% | -1.5% | -13.2% | -15.6% |
| YTD | +13.5% | +3.5% | +10.0% | +9.4% |
| 1Y | -0.4% | +20.3% | -20.8% | -15.2% |
| 3Y | -71.7% | -3.1% | -68.6% | -72.1% |
| 5Y | -79.1% | +2.3% | -81.4% | -80.2% |
| 10Y | +1,898.4% | +76.3% | +1,822.0% | +1,079.8% |
| All | +1,814.2% | +90.8% | +1,723.4% | +995.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling