-0.7%
ENPH vs Z
-64.6%
+63.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.7% |
| 7D | +1.5% | -11.6% | +13.1% | +2.8% |
| 30D | -12.9% | -8.5% | -4.4% | -12.2% |
| 3M | -27.1% | -7.9% | -19.2% | -26.5% |
| 6M | -15.4% | -29.1% | +13.6% | -11.4% |
| YTD | +15.0% | -54.2% | +69.2% | +32.9% |
| 1Y | -0.7% | -63.5% | +62.8% | +13.7% |
| All | -0.7% | -64.6% | +63.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling