-76.7%
ENPH vs RUN
-81.3%
+4.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.4% |
| 7D | +1.5% | -3.4% | +4.9% | +3.5% |
| 30D | -12.9% | -14.0% | +1.1% | -5.9% |
| 3M | -27.1% | -27.5% | +0.4% | -14.2% |
| 6M | -15.4% | -29.0% | +13.5% | +0.9% |
| YTD | +15.0% | -53.1% | +68.1% | +62.7% |
| 1Y | -0.7% | -46.7% | +46.0% | +27.2% |
| 3Y | -69.3% | -38.3% | -31.0% | -74.1% |
| 5Y | -76.7% | -80.7% | +4.0% | -66.4% |
| All | -76.7% | -81.3% | +4.6% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling