-69.9%
ENPH vs Z
-37.2%
-32.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -5.2% |
| 7D | +3.4% | -7.1% | +10.4% | +5.7% |
| 30D | -10.3% | -4.8% | -5.5% | -9.3% |
| 3M | -31.4% | -9.3% | -22.0% | -30.0% |
| 6M | -10.1% | -29.0% | +18.8% | -0.6% |
| YTD | +14.6% | -52.9% | +67.5% | +48.2% |
| 1Y | -3.2% | -63.1% | +59.9% | +38.5% |
| All | -69.9% | -37.2% | -32.7% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling