+564.9%
ENPH vs Z
+25.1%
+539.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | -2.4% | -3.0% | +0.6% | -1.2% |
| 30D | -6.6% | -4.2% | -2.4% | -5.5% |
| 3M | -46.8% | -3.7% | -43.1% | -46.8% |
| 6M | -14.7% | -24.5% | +9.8% | -6.8% |
| YTD | +13.5% | -49.3% | +62.8% | +45.0% |
| 1Y | -0.4% | -58.7% | +58.3% | +38.2% |
| 3Y | -71.7% | -34.1% | -37.6% | -69.6% |
| 5Y | -79.1% | -64.5% | -14.5% | -73.4% |
| 10Y | +1,898.4% | -0.5% | +1,898.8% | +1,380.5% |
| All | +564.9% | +25.1% | +539.8% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling