+509.1%
FAST vs ENPH
+1,898.4%
-1,389.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | -2.4% | +2.0% | -0.2% |
| 30D | -0.8% | -6.6% | +5.8% | -0.3% |
| 3M | +5.8% | -46.8% | +52.6% | +10.1% |
| 6M | +8.0% | -14.7% | +22.7% | +7.8% |
| YTD | +25.6% | +13.5% | +12.2% | +22.1% |
| 1Y | +0.8% | -0.4% | +1.2% | -1.5% |
| 3Y | +86.1% | -71.7% | +157.9% | +92.8% |
| 5Y | +100.2% | -79.1% | +179.3% | +107.2% |
| All | +509.1% | +1,898.4% | -1,389.3% | +394.0% |
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 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