-77.2%
ENPH vs RVTY
-34.2%
-43.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.0% |
| 7D | +3.4% | -5.4% | +8.8% | +6.6% |
| 30D | -10.3% | +6.7% | -17.0% | -13.6% |
| 3M | -31.4% | +19.0% | -50.4% | -38.5% |
| 6M | -10.1% | +34.6% | -44.8% | -26.1% |
| YTD | +14.6% | +28.3% | -13.7% | -3.2% |
| 1Y | -3.2% | +46.0% | -49.3% | -24.6% |
| 3Y | -69.5% | +16.9% | -86.3% | -73.7% |
| 5Y | -77.2% | -32.9% | -44.3% | -72.8% |
| All | -77.2% | -34.2% | -43.0% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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