-88.2%
ENPH vs USFD
+188.3%
-276.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +11.0% | +3.0% | +8.0% | +9.8% |
| 30D | -15.0% | +11.1% | -26.1% | -18.0% |
| 3M | -28.2% | -0.3% | -28.0% | -28.3% |
| 6M | -20.5% | +15.9% | -36.4% | -25.3% |
| YTD | -11.2% | +41.6% | -52.8% | -24.7% |
| 1Y | -8.7% | +49.4% | -58.1% | -24.6% |
| 3Y | -63.6% | +157.8% | -221.4% | -78.0% |
| All | -88.2% | +188.3% | -276.5% | -93.6% |
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 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