-69.3%
FCEL vs ENPH
-66.2%
-3.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -3.9% |
| 7D | -2.8% | -8.4% | +5.6% | +3.0% |
| 30D | -31.6% | -11.2% | -20.5% | -28.1% |
| 3M | -52.4% | -36.1% | -16.3% | -38.0% |
| 6M | -51.4% | -37.9% | -13.5% | -31.9% |
| YTD | +32.4% | -18.7% | +51.1% | +43.1% |
| 1Y | +37.5% | -9.8% | +47.3% | +40.1% |
| 3Y | -69.3% | -66.8% | -2.5% | -51.0% |
| All | -69.3% | -66.2% | -3.0% | -51.0% |
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 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