+210.2%
EWJ vs ENPH
+389.6%
-179.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | -0.7% |
| 7D | +1.0% | +3.4% | -2.4% | +0.8% |
| 30D | +1.0% | -10.3% | +11.3% | +1.6% |
| 3M | +7.2% | -31.4% | +38.6% | +9.4% |
| 6M | +13.9% | -10.1% | +24.0% | +13.7% |
| YTD | +20.8% | +14.6% | +6.2% | +18.2% |
| 1Y | +26.4% | -3.2% | +29.6% | +24.6% |
| 3Y | +71.8% | -69.5% | +141.2% | +76.5% |
| 5Y | +49.9% | -77.2% | +127.1% | +53.4% |
| 10Y | +140.0% | +1,940.0% | -1,800.0% | +85.9% |
| All | +210.2% | +389.6% | -179.4% | +144.0% |
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