+192.6%
ENPH vs QSR
+206.0%
-13.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.3% |
| 7D | +3.4% | -2.4% | +5.7% | +5.0% |
| 30D | -10.3% | +5.7% | -16.0% | -14.0% |
| 3M | -31.4% | +6.9% | -38.3% | -35.6% |
| 6M | -10.1% | +6.9% | -17.0% | -16.8% |
| YTD | +14.6% | +14.9% | -0.3% | +0.9% |
| 1Y | -3.2% | +29.1% | -32.3% | -21.5% |
| 3Y | -69.5% | +26.1% | -95.6% | -75.3% |
| 5Y | -77.2% | +42.3% | -119.6% | -83.2% |
| 10Y | +1,940.0% | +134.0% | +1,806.0% | +888.9% |
| All | +192.6% | +206.0% | -13.4% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling