-69.8%
ENPH vs JAAA
+18.9%
-88.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.2% |
| 30D | -12.9% | +0.4% | -13.3% | -14.3% |
| 3M | -27.1% | +1.2% | -28.3% | -30.4% |
| 6M | -15.4% | +2.7% | -18.1% | -23.7% |
| YTD | +15.0% | +3.2% | +11.8% | +2.3% |
| 1Y | -0.7% | +4.8% | -5.5% | -15.8% |
| All | -69.8% | +18.9% | -88.7% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling