-5.7%
EWZ vs ENPH
+279.6%
-285.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -1.5% | +11.0% | -12.5% | -2.5% |
| 30D | -24.5% | -15.0% | -9.5% | -23.6% |
| 3M | -10.7% | -28.2% | +17.5% | -8.3% |
| 6M | -19.1% | -20.5% | +1.4% | -18.6% |
| YTD | +1.6% | -11.2% | +12.8% | -0.1% |
| 1Y | +4.3% | -8.7% | +13.0% | +2.1% |
| 3Y | +19.0% | -63.6% | +82.5% | +21.9% |
| 5Y | +57.7% | -88.0% | +145.7% | +72.6% |
| 10Y | +51.3% | +2,333.3% | -2,282.0% | +2.5% |
| All | -5.7% | +279.6% | -285.3% | -33.7% |
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 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