-76.7%
ENPH vs USFR
+20.4%
-97.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.6% |
| 7D | +1.5% | +0.1% | +1.4% | +2.3% |
| 30D | -12.9% | +0.3% | -13.2% | -10.0% |
| 3M | -27.1% | +1.0% | -28.1% | -20.0% |
| 6M | -15.4% | +1.9% | -17.4% | +0.1% |
| YTD | +15.0% | +2.7% | +12.3% | +43.3% |
| 1Y | -0.7% | +4.0% | -4.7% | +34.9% |
| 3Y | -69.3% | +14.1% | -83.4% | -0.9% |
| 5Y | -76.7% | +20.5% | -97.2% | -11.1% |
| All | -76.7% | +20.4% | -97.1% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling