-88.2%
ENPH vs M
-11.5%
-76.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.1% |
| 7D | +11.0% | -4.3% | +15.3% | +12.8% |
| 30D | -15.0% | +1.3% | -16.3% | -15.4% |
| 3M | -28.2% | -7.4% | -20.9% | -26.5% |
| 6M | -20.5% | +18.3% | -38.8% | -25.4% |
| YTD | -11.2% | +7.6% | -18.7% | -14.4% |
| 1Y | -8.7% | +17.4% | -26.1% | -14.7% |
| 3Y | -63.6% | +108.4% | -171.9% | -74.3% |
| All | -88.2% | -11.5% | -76.8% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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