+1.9%
EWZ vs ENPH
-16.1%
+18.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.5% | -2.4% | +8.9% | +6.7% |
| 30D | +4.8% | -6.6% | +11.5% | +5.2% |
| 3M | +9.9% | -46.8% | +56.7% | +13.9% |
| 6M | +1.9% | -14.7% | +16.7% | +3.2% |
| All | +1.9% | -16.1% | +18.1% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling