+1,919.4%
ENPH vs RUN
+42.2%
+1,877.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -0.1% | -3.7% | +3.7% | +2.2% |
| 30D | -10.8% | -13.0% | +2.2% | -3.9% |
| 3M | -33.8% | -31.8% | -2.0% | -18.9% |
| 6M | -16.1% | -32.2% | +16.1% | +3.6% |
| YTD | +13.4% | -53.5% | +66.9% | +64.1% |
| 1Y | -2.6% | -46.5% | +43.9% | +25.7% |
| 3Y | -70.3% | -37.6% | -32.6% | -76.0% |
| 5Y | -77.0% | -80.9% | +3.8% | -68.2% |
| All | +1,919.4% | +42.2% | +1,877.3% | +722.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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