+402.2%
ENPH vs TROW
+179.0%
+223.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.5% | -3.0% | +4.5% | +4.0% |
| 30D | -12.9% | -5.5% | -7.4% | -8.9% |
| 3M | -27.1% | +2.3% | -29.4% | -28.8% |
| 6M | -15.4% | +23.9% | -39.4% | -28.8% |
| YTD | +15.0% | +7.9% | +7.1% | +6.3% |
| 1Y | -0.7% | +6.1% | -6.8% | -6.9% |
| 3Y | -69.3% | +13.8% | -83.2% | -73.1% |
| 5Y | -76.7% | -38.2% | -38.5% | -67.8% |
| 10Y | +1,947.8% | +131.3% | +1,816.5% | +687.9% |
| All | +402.2% | +179.0% | +223.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 all: compounded portfolio wealth divided by compounded TROW 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…
all analysis · Full analysis span regression · 6 months rolling