-99.8%
FCEL vs ENPH
+384.9%
-484.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -15.8% | -2.4% | -13.5% | -15.2% |
| 30D | -29.3% | -6.6% | -22.7% | -28.0% |
| 3M | -30.1% | -46.8% | +16.7% | -13.4% |
| 6M | +74.4% | -14.7% | +89.2% | +88.5% |
| YTD | +104.5% | +13.5% | +91.0% | +96.6% |
| 1Y | +281.4% | -0.4% | +281.8% | +281.6% |
| 3Y | -66.1% | -71.7% | +5.6% | -51.8% |
| 5Y | -91.9% | -79.1% | -12.8% | -87.2% |
| 10Y | -99.2% | +1,898.4% | -1,997.6% | -99.4% |
| All | -99.8% | +384.9% | -484.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling