+706.7%
ETN vs ENPH
+1,908.3%
-1,201.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.3% | +4.1% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | -7.5% | -10.8% | +3.3% | -6.5% |
| 3M | +8.3% | -33.8% | +42.2% | +12.4% |
| 6M | +20.2% | -16.1% | +36.3% | +21.2% |
| YTD | +34.7% | +13.4% | +21.3% | +31.3% |
| 1Y | +19.4% | -2.6% | +22.0% | +17.6% |
| 3Y | +85.5% | -70.3% | +155.8% | +94.5% |
| 5Y | +186.6% | -77.0% | +263.6% | +198.3% |
| All | +706.7% | +1,908.3% | -1,201.6% | +543.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 10y: compounded portfolio wealth divided by compounded ENPH 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…
10y analysis · Full analysis span regression · 6 months rolling