-76.2%
ENPH vs Z
-67.0%
-9.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.4% | +13.2% | +9.1% |
| 7D | +9.3% | -3.3% | +12.5% | +10.3% |
| 30D | -7.3% | -3.7% | -3.5% | -6.5% |
| 3M | -31.7% | -7.0% | -24.7% | -31.1% |
| 6M | -3.5% | -29.5% | +26.0% | +7.4% |
| YTD | +21.2% | -52.6% | +73.7% | +56.3% |
| 1Y | +0.1% | -64.0% | +64.1% | +43.9% |
| 3Y | -67.7% | -36.4% | -31.3% | -65.0% |
| 5Y | -76.2% | -65.8% | -10.5% | -73.7% |
| All | -76.2% | -67.0% | -9.2% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling