-70.2%
ENPH vs RACE
+40.8%
-111.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -2.4% | -2.5% | +0.2% | -1.5% |
| 30D | -6.6% | +0.8% | -7.4% | -6.9% |
| 3M | -46.8% | +17.2% | -64.0% | -49.5% |
| 6M | -14.7% | +13.6% | -28.3% | -18.4% |
| YTD | +13.5% | +12.2% | +1.3% | +8.0% |
| 1Y | -0.4% | -16.3% | +15.8% | +3.7% |
| All | -70.2% | +40.8% | -111.1% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling