+105.3%
FAST vs ENPH
-89.7%
+195.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.4% |
| 7D | +4.2% | -8.4% | +12.6% | +4.8% |
| 30D | +6.7% | -11.2% | +17.8% | +7.3% |
| 3M | +8.0% | -36.1% | +44.1% | +11.4% |
| 6M | +27.4% | -37.9% | +65.4% | +30.2% |
| YTD | +40.5% | -18.7% | +59.2% | +38.7% |
| 1Y | +38.4% | -9.8% | +48.2% | +35.3% |
| 3Y | +98.7% | -66.8% | +165.5% | +100.3% |
| All | +105.3% | -89.7% | +195.1% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling