+60.3%
FCX vs ENPH
+8.1%
+52.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.8% |
| 7D | -6.0% | +26.3% | -32.3% | -9.4% |
| 30D | -13.6% | -5.7% | -7.9% | -13.1% |
| 3M | -6.8% | -24.5% | +17.7% | -3.3% |
| 6M | +13.2% | -3.0% | +16.2% | +17.3% |
| YTD | +24.4% | -1.6% | +26.0% | +28.0% |
| 1Y | +60.3% | +8.8% | +51.5% | +60.1% |
| All | +60.3% | +8.1% | +52.2% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling