+1,919.4%
ENPH vs ITOT
+303.4%
+1,616.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.7% |
| 7D | -0.1% | -0.9% | +0.9% | +1.3% |
| 30D | -10.8% | -1.5% | -9.4% | -8.7% |
| 3M | -33.8% | +3.6% | -37.4% | -36.8% |
| 6M | -16.1% | +13.7% | -29.8% | -29.5% |
| YTD | +13.4% | +12.9% | +0.5% | -3.2% |
| 1Y | -2.6% | +17.2% | -19.8% | -20.9% |
| 3Y | -70.3% | +75.6% | -145.9% | -87.3% |
| 5Y | -77.0% | +75.5% | -152.5% | -89.6% |
| All | +1,919.4% | +303.4% | +1,616.0% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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