+84.1%
EWZ vs ENPH
+2,033.5%
-1,949.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.8% | +1.3% |
| 7D | +5.6% | +9.3% | -3.7% | +4.7% |
| 30D | +9.3% | -7.3% | +16.5% | +9.9% |
| 3M | +15.7% | -31.7% | +47.4% | +19.4% |
| 6M | +7.4% | -3.5% | +10.9% | +6.0% |
| YTD | +22.7% | +21.2% | +1.5% | +17.1% |
| 1Y | +36.4% | +0.1% | +36.3% | +32.0% |
| 3Y | +50.4% | -67.7% | +118.1% | +56.5% |
| 5Y | +67.6% | -76.2% | +143.9% | +72.4% |
| 10Y | +84.1% | +2,057.2% | -1,973.2% | +41.7% |
| All | +84.1% | +2,033.5% | -1,949.5% | +41.7% |
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 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