+98.7%
FAST vs ENPH
-66.2%
+164.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.5% |
| 7D | +4.2% | -8.4% | +12.6% | +4.6% |
| 30D | +6.7% | -11.2% | +17.8% | +7.1% |
| 3M | +8.0% | -36.1% | +44.1% | +10.3% |
| 6M | +27.4% | -37.9% | +65.4% | +29.3% |
| YTD | +40.5% | -18.7% | +59.2% | +39.5% |
| 1Y | +38.4% | -9.8% | +48.2% | +36.6% |
| 3Y | +98.7% | -66.8% | +165.5% | +98.9% |
| All | +98.7% | -66.2% | +164.9% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling