-76.2%
ENPH vs M
+24.8%
-101.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.6% | +9.4% | +7.7% |
| 7D | +9.3% | +2.4% | +6.9% | +8.3% |
| 30D | -7.3% | -11.6% | +4.4% | -3.3% |
| 3M | -31.7% | +1.6% | -33.4% | -32.2% |
| 6M | -3.5% | +25.2% | -28.7% | -10.5% |
| YTD | +21.2% | +3.8% | +17.4% | +18.8% |
| 1Y | +0.1% | +36.3% | -36.3% | -10.5% |
| 3Y | -67.7% | +116.3% | -184.0% | -76.9% |
| 5Y | -76.2% | +28.2% | -104.4% | -79.9% |
| All | -76.2% | +24.8% | -101.1% | -79.9% |
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