+30.2%
EWJ vs ENPH
-1.9%
+32.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.5% | -2.4% | +4.9% | +2.7% |
| 30D | +3.3% | -6.6% | +9.9% | +3.8% |
| 3M | +5.0% | -46.8% | +51.8% | +9.6% |
| 6M | +11.5% | -14.7% | +26.3% | +12.0% |
| YTD | +22.4% | +13.5% | +8.9% | +19.7% |
| 1Y | +30.2% | -0.4% | +30.6% | +28.7% |
| All | +30.2% | -1.9% | +32.1% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling