+1,440.5%
FANG vs ENPH
+988.3%
+452.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +2.9% | -0.1% | +2.9% | +2.8% |
| 30D | +2.6% | -10.8% | +13.5% | +3.8% |
| 3M | +7.6% | -33.8% | +41.4% | +12.0% |
| 6M | +17.3% | -16.1% | +33.4% | +16.8% |
| YTD | +38.7% | +13.4% | +25.3% | +31.5% |
| 1Y | +51.6% | -2.6% | +54.2% | +45.4% |
| 3Y | +50.0% | -70.3% | +120.2% | +58.0% |
| 5Y | +237.6% | -77.0% | +314.6% | +250.4% |
| 10Y | +180.7% | +1,919.4% | -1,738.8% | +76.6% |
| All | +1,440.5% | +988.3% | +452.2% | +893.2% |
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 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