-78.4%
ENPH vs USFD
+215.8%
-294.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -2.4% | -3.0% | +0.6% | -1.4% |
| 30D | -6.6% | +3.5% | -10.2% | -7.7% |
| 3M | -46.8% | +26.6% | -73.4% | -51.4% |
| 6M | -14.7% | +11.7% | -26.4% | -18.6% |
| YTD | +13.5% | +38.1% | -24.7% | -2.2% |
| 1Y | -0.4% | +33.4% | -33.8% | -13.2% |
| 3Y | -71.7% | +155.8% | -227.6% | -82.5% |
| All | -78.4% | +215.8% | -294.3% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling