+1,346.8%
ENPH vs USFD
+353.4%
+993.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -0.9% | +1.0% |
| 7D | +4.1% | +3.9% | +0.2% | +2.5% |
| 30D | -11.4% | +12.8% | -24.2% | -15.4% |
| 3M | -30.5% | +1.0% | -31.5% | -31.0% |
| 6M | -20.2% | +30.3% | -50.5% | -28.9% |
| YTD | -9.3% | +46.0% | -55.2% | -24.0% |
| 1Y | -3.8% | +49.6% | -53.4% | -20.3% |
| 3Y | -61.5% | +166.3% | -227.8% | -75.5% |
| 5Y | -87.9% | +208.4% | -296.2% | -92.8% |
| 10Y | +2,519.8% | +371.2% | +2,148.6% | +970.4% |
| All | +1,346.8% | +353.4% | +993.4% | +517.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling