+1,317.7%
ENPH vs NTR
+98.7%
+1,219.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +1.6% |
| 7D | +1.5% | -2.5% | +4.0% | +2.8% |
| 30D | -12.9% | +17.0% | -29.9% | -19.8% |
| 3M | -27.1% | +22.2% | -49.3% | -35.0% |
| 6M | -15.4% | +5.2% | -20.6% | -19.8% |
| YTD | +15.0% | +29.7% | -14.7% | -3.2% |
| 1Y | -0.7% | +39.4% | -40.1% | -20.3% |
| 3Y | -69.3% | +38.2% | -107.5% | -75.6% |
| 5Y | -76.7% | +47.6% | -124.3% | -84.4% |
| All | +1,317.7% | +98.7% | +1,219.0% | +592.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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