-48.3%
ENPH vs QS
-43.2%
-5.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.4% |
| 7D | +9.3% | +2.2% | +7.1% | +8.8% |
| 30D | -7.3% | -8.1% | +0.8% | -5.7% |
| 3M | -31.7% | -27.0% | -4.7% | -27.5% |
| 6M | -3.5% | -16.4% | +13.0% | +0.4% |
| YTD | +21.2% | -46.4% | +67.5% | +35.3% |
| 1Y | +0.1% | -41.1% | +41.1% | +7.3% |
| 3Y | -67.7% | -18.6% | -49.1% | -69.7% |
| 5Y | -76.2% | -73.0% | -3.2% | -75.9% |
| All | -48.3% | -43.2% | -5.0% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling