-60.3%
FCEL vs ENPH
-70.0%
+9.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.4% | -1.3% | -3.2% |
| 7D | +15.1% | +3.4% | +11.7% | +13.3% |
| 30D | -16.4% | -10.3% | -6.2% | -10.6% |
| 3M | -5.3% | -31.4% | +26.1% | +22.9% |
| 6M | +124.5% | -10.1% | +134.7% | +150.2% |
| YTD | +126.7% | +14.6% | +112.1% | +100.2% |
| 1Y | +219.9% | -3.2% | +223.1% | +213.2% |
| All | -60.3% | -70.0% | +9.7% | -20.9% |
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