+376.6%
ENPH vs Z
+7.8%
+368.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.1% | -4.1% |
| 7D | -8.4% | +0.8% | -9.3% | -8.8% |
| 30D | -11.2% | +5.2% | -16.4% | -13.3% |
| 3M | -36.1% | -17.0% | -19.0% | -31.8% |
| 6M | -37.9% | -22.7% | -15.3% | -32.8% |
| YTD | -18.7% | -56.3% | +37.7% | +9.4% |
| 1Y | -9.8% | -57.7% | +47.8% | +22.5% |
| 3Y | -66.8% | -16.5% | -50.3% | -68.1% |
| 5Y | -89.6% | -53.4% | -36.2% | -88.0% |
| 10Y | +2,186.8% | -15.9% | +2,202.8% | +1,696.3% |
| All | +376.6% | +7.8% | +368.8% | +247.2% |
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 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