+134.7%
F vs ENPH
+384.9%
-250.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | -2.4% | +7.7% | +5.6% |
| 30D | +4.6% | -6.6% | +11.2% | +5.3% |
| 3M | -3.7% | -46.8% | +43.2% | +2.6% |
| 6M | +16.8% | -14.7% | +31.6% | +17.2% |
| YTD | +15.3% | +13.5% | +1.8% | +10.9% |
| 1Y | +31.0% | -0.4% | +31.4% | +27.1% |
| 3Y | +45.4% | -71.7% | +117.2% | +55.2% |
| 5Y | +54.7% | -79.1% | +133.8% | +65.9% |
| 10Y | +98.2% | +1,898.4% | -1,800.1% | +38.1% |
| All | +134.7% | +384.9% | -250.2% | +62.7% |
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