+405.3%
ENPH vs Z
+4.8%
+400.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.5% | +0.6% | -2.7% |
| 7D | -9.1% | -6.5% | -2.7% | -6.6% |
| 30D | -15.8% | -0.1% | -15.7% | -16.0% |
| 3M | -32.5% | -14.1% | -18.3% | -29.1% |
| 6M | -24.2% | -30.1% | +5.9% | -14.5% |
| YTD | -13.8% | -57.5% | +43.8% | +17.4% |
| 1Y | -15.8% | -60.3% | +44.5% | +17.6% |
| 3Y | -64.6% | -21.0% | -43.5% | -65.1% |
| 5Y | -88.1% | -54.9% | -33.2% | -86.0% |
| 10Y | +2,367.9% | -16.0% | +2,383.9% | +1,838.8% |
| All | +405.3% | +4.8% | +400.5% | +272.5% |
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