-70.3%
ENPH vs NTRS
+168.2%
-238.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | -0.1% | +1.4% | -1.4% | -0.9% |
| 30D | -10.8% | -0.7% | -10.2% | -10.7% |
| 3M | -33.8% | +11.3% | -45.1% | -38.2% |
| 6M | -16.1% | +35.5% | -51.7% | -30.4% |
| YTD | +13.4% | +40.6% | -27.2% | -7.1% |
| 1Y | -2.6% | +49.2% | -51.8% | -22.7% |
| 3Y | -70.3% | +167.2% | -237.5% | -87.3% |
| All | -70.3% | +168.2% | -238.4% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling