+2,519.8%
ENPH vs RACE
+738.3%
+1,781.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +1.7% |
| 7D | +4.1% | +3.9% | +0.2% | +1.9% |
| 30D | -11.4% | +7.4% | -18.8% | -14.9% |
| 3M | -30.5% | +1.6% | -32.2% | -31.1% |
| 6M | -20.2% | +23.3% | -43.5% | -30.4% |
| YTD | -9.3% | +14.7% | -23.9% | -18.7% |
| 1Y | -3.8% | +2.5% | -6.3% | -7.6% |
| 3Y | -61.5% | +28.0% | -89.5% | -70.9% |
| 5Y | -87.9% | +69.8% | -157.7% | -92.6% |
| 10Y | +2,519.8% | +734.9% | +1,784.9% | +744.4% |
| All | +2,519.8% | +738.3% | +1,781.5% | +744.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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