+476.1%
ENPH vs USFR
+27.6%
+448.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.7% | +6.7% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | -7.3% | +0.3% | -7.6% | -7.6% |
| 3M | -31.7% | +1.0% | -32.7% | -32.5% |
| 6M | -3.5% | +1.9% | -5.4% | -5.5% |
| YTD | +21.2% | +2.7% | +18.5% | +17.6% |
| 1Y | +0.1% | +4.0% | -4.0% | -4.4% |
| 3Y | -67.7% | +14.0% | -81.7% | -72.4% |
| 5Y | -76.2% | +20.4% | -96.6% | -81.3% |
| 10Y | +2,057.2% | +28.1% | +2,029.2% | +1,468.0% |
| All | +476.1% | +27.6% | +448.5% | +368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling