-50.6%
ENPH vs ZYBT
-58.9%
+8.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | -0.1% | -3.7% | +3.7% | -0.1% |
| 30D | -10.8% | 0.0% | -10.8% | -10.8% |
| 3M | -33.8% | +72.2% | -106.0% | -30.6% |
| 6M | -16.1% | +103.1% | -119.3% | -12.2% |
| YTD | +13.4% | +34.8% | -21.4% | +19.2% |
| 1Y | -2.6% | -83.2% | +80.6% | +5.4% |
| All | -50.6% | -58.9% | +8.3% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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