-23.1%
ENPH vs Q
+80.0%
-103.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.4% |
| 7D | -10.3% | +6.6% | -16.9% | -12.6% |
| 30D | -10.1% | +2.7% | -12.9% | -11.7% |
| 3M | -33.1% | -8.4% | -24.7% | -31.3% |
| 6M | -24.8% | -17.3% | -7.5% | -19.2% |
| YTD | -11.7% | +55.3% | -67.0% | -23.7% |
| 1Y | -8.2% | +31.5% | -39.7% | -15.6% |
| All | -23.1% | +80.0% | -103.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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