+137.3%
ETSY vs ENPH
+170.0%
-32.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.2% |
| 7D | -12.9% | +3.4% | -16.3% | -13.5% |
| 30D | -11.5% | -10.3% | -1.2% | -9.9% |
| 3M | +3.5% | -31.4% | +34.9% | +9.7% |
| 6M | +27.6% | -10.1% | +37.8% | +24.8% |
| YTD | +28.4% | +14.6% | +13.8% | +17.0% |
| 1Y | +27.1% | -3.2% | +30.3% | +19.4% |
| 3Y | +6.0% | -69.5% | +75.5% | +15.8% |
| 5Y | -67.1% | -77.2% | +10.1% | -62.7% |
| 10Y | +421.9% | +1,940.0% | -1,518.1% | +247.2% |
| All | +137.3% | +170.0% | -32.7% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling