+1,919.4%
ENPH vs QSR
+135.2%
+1,784.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | -0.1% | -4.0% | +3.9% | +2.7% |
| 30D | -10.8% | +2.8% | -13.6% | -12.9% |
| 3M | -33.8% | +5.1% | -38.9% | -37.2% |
| 6M | -16.1% | +8.8% | -24.9% | -23.4% |
| YTD | +13.4% | +14.8% | -1.4% | -0.3% |
| 1Y | -2.6% | +25.7% | -28.3% | -19.9% |
| 3Y | -70.3% | +27.5% | -97.8% | -76.3% |
| 5Y | -77.0% | +41.3% | -118.3% | -83.1% |
| All | +1,919.4% | +135.2% | +1,784.3% | +915.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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