-66.1%
ENPH vs JAAA
+29.3%
-95.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | -7.3% | +0.5% | -7.7% | -7.4% |
| 3M | -31.7% | +1.2% | -32.9% | -32.0% |
| 6M | -3.5% | +2.8% | -6.3% | -4.4% |
| YTD | +21.2% | +3.2% | +18.0% | +20.1% |
| 1Y | +0.1% | +4.8% | -4.8% | -0.7% |
| 3Y | -67.7% | +19.0% | -86.7% | -63.8% |
| 5Y | -76.2% | +26.8% | -103.1% | -71.3% |
| All | -66.1% | +29.3% | -95.4% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling