+1,919.4%
ENPH vs USFR
+28.1%
+1,891.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.3% |
| 7D | -0.1% | +0.1% | -0.2% | +0.2% |
| 30D | -10.8% | +0.4% | -11.2% | -10.3% |
| 3M | -33.8% | +1.0% | -34.9% | -32.8% |
| 6M | -16.1% | +2.0% | -18.1% | -13.9% |
| YTD | +13.4% | +2.8% | +10.7% | +17.3% |
| 1Y | -2.6% | +4.1% | -6.7% | +2.0% |
| 3Y | -70.3% | +14.1% | -84.4% | -65.9% |
| 5Y | -77.0% | +20.6% | -97.6% | -74.1% |
| All | +1,919.4% | +28.1% | +1,891.3% | +2,583.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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