+2,382.5%
ENPH vs USFD
+365.4%
+2,017.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -10.3% | -0.2% | -10.1% | -10.2% |
| 30D | -10.1% | +12.3% | -22.5% | -14.0% |
| 3M | -33.1% | -0.7% | -32.4% | -33.1% |
| 6M | -24.8% | +31.3% | -56.1% | -33.2% |
| YTD | -11.7% | +45.7% | -57.4% | -25.9% |
| 1Y | -8.2% | +52.1% | -60.4% | -24.4% |
| 3Y | -63.7% | +158.2% | -221.9% | -76.5% |
| 5Y | -88.7% | +213.8% | -302.5% | -93.4% |
| All | +2,382.5% | +365.4% | +2,017.0% | +894.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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