-88.7%
ENPH vs RVTY
-9.4%
-79.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -10.3% | -0.7% | -9.6% | -9.9% |
| 30D | -10.1% | +1.7% | -11.9% | -11.3% |
| 3M | -33.1% | +36.8% | -69.9% | -44.6% |
| 6M | -24.8% | +60.1% | -84.9% | -44.0% |
| YTD | -11.7% | +64.0% | -75.7% | -35.8% |
| 1Y | -8.2% | +68.2% | -76.4% | -34.5% |
| 3Y | -63.7% | +88.8% | -152.5% | -76.2% |
| 5Y | -88.7% | -10.5% | -78.2% | -89.1% |
| All | -88.7% | -9.4% | -79.3% | -89.1% |
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