+395.2%
ENPH vs NLY
+97.9%
+297.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -0.1% | -4.0% | +3.9% | +2.4% |
| 30D | -10.8% | -5.2% | -5.6% | -7.9% |
| 3M | -33.8% | +2.8% | -36.7% | -35.0% |
| 6M | -16.1% | +4.2% | -20.3% | -18.6% |
| YTD | +13.4% | +4.7% | +8.7% | +9.9% |
| 1Y | -2.6% | +12.7% | -15.3% | -9.9% |
| 3Y | -70.3% | +62.5% | -132.8% | -77.6% |
| 5Y | -77.0% | +26.3% | -103.4% | -80.3% |
| 10Y | +1,919.4% | +81.0% | +1,838.5% | +1,347.3% |
| All | +395.2% | +97.9% | +297.4% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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