+11.6%
EWZ vs ENPH
+384.9%
-373.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | +9.9% | -46.8% | +56.7% | +15.6% |
| 6M | +1.9% | -14.7% | +16.7% | +1.9% |
| YTD | +20.3% | +13.5% | +6.8% | +16.0% |
| 1Y | +35.6% | -0.4% | +36.0% | +31.7% |
| 3Y | +43.4% | -71.7% | +115.2% | +50.5% |
| 5Y | +55.9% | -79.1% | +135.0% | +62.1% |
| 10Y | +84.2% | +1,898.4% | -1,814.2% | +25.6% |
| All | +11.6% | +384.9% | -373.3% | -23.0% |
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