+50.4%
EWJ vs ENPH
-77.1%
+127.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +0.8% | -10.8% | +11.6% | +1.7% |
| 3M | +7.5% | -33.8% | +41.3% | +10.8% |
| 6M | +15.6% | -16.1% | +31.7% | +15.9% |
| YTD | +22.7% | +13.4% | +9.3% | +19.3% |
| 1Y | +26.4% | -2.6% | +29.0% | +23.9% |
| 3Y | +72.5% | -70.3% | +142.8% | +80.1% |
| All | +50.4% | -77.1% | +127.5% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling