-70.2%
ENPH vs USFD
+165.3%
-235.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -2.4% | -3.0% | +0.6% | -2.1% |
| 30D | -6.6% | +3.5% | -10.2% | -6.8% |
| 3M | -46.8% | +26.6% | -73.4% | -48.3% |
| 6M | -14.7% | +11.7% | -26.4% | -15.4% |
| YTD | +13.5% | +38.1% | -24.7% | +6.3% |
| 1Y | -0.4% | +33.4% | -33.8% | -6.0% |
| All | -70.2% | +165.3% | -235.6% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling