+22.1%
EWZ vs ENPH
-62.5%
+84.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.2% | +1.8% |
| 7D | +1.4% | +4.1% | -2.7% | +1.0% |
| 30D | -25.1% | -11.4% | -13.7% | -24.5% |
| 3M | -7.7% | -30.5% | +22.8% | -5.4% |
| 6M | -15.8% | -20.2% | +4.4% | -15.4% |
| YTD | +3.6% | -9.3% | +12.9% | +1.8% |
| 1Y | +5.5% | -3.8% | +9.3% | +2.9% |
| 3Y | +22.1% | -61.5% | +83.6% | +21.9% |
| All | +22.1% | -62.5% | +84.6% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling