+67.3%
F vs ENPH
+2,128.2%
-2,060.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.4% |
| 7D | -3.1% | -8.4% | +5.3% | -2.0% |
| 30D | 0.0% | -11.2% | +11.2% | +1.1% |
| 3M | -13.2% | -36.1% | +22.9% | -8.7% |
| 6M | -10.2% | -37.9% | +27.7% | -6.4% |
| YTD | -4.9% | -18.7% | +13.7% | -5.9% |
| 1Y | -6.1% | -9.8% | +3.7% | -8.3% |
| 3Y | +46.0% | -66.8% | +112.8% | +54.1% |
| 5Y | -15.7% | -89.6% | +73.9% | -1.4% |
| All | +67.3% | +2,128.2% | -2,060.9% | +37.2% |
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 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