+395.2%
ENPH vs NYT
+1,011.5%
-616.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.6% |
| 7D | -0.1% | -0.6% | +0.5% | +0.3% |
| 30D | -10.8% | +4.6% | -15.4% | -12.6% |
| 3M | -33.8% | -9.6% | -24.2% | -31.8% |
| 6M | -16.1% | -14.0% | -2.1% | -12.8% |
| YTD | +13.4% | -2.8% | +16.3% | +9.5% |
| 1Y | -2.6% | +15.6% | -18.2% | -14.0% |
| 3Y | -70.3% | +56.3% | -126.6% | -78.1% |
| 5Y | -77.0% | +39.5% | -116.5% | -82.5% |
| 10Y | +1,919.4% | +488.0% | +1,431.4% | +644.8% |
| All | +395.2% | +1,011.5% | -616.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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