-50.9%
ENPH vs QS
-47.4%
-3.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | +1.5% | -5.0% | +6.5% | +2.5% |
| 30D | -12.9% | -18.3% | +5.4% | -9.4% |
| 3M | -27.1% | -26.0% | -1.1% | -22.8% |
| 6M | -15.4% | -24.0% | +8.6% | -10.5% |
| YTD | +15.0% | -50.3% | +65.3% | +30.4% |
| 1Y | -0.7% | -38.0% | +37.3% | +5.8% |
| 3Y | -69.3% | -24.6% | -44.7% | -70.8% |
| 5Y | -76.7% | -75.4% | -1.3% | -76.0% |
| All | -50.9% | -47.4% | -3.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling