+373.5%
FCX vs ENPH
+2,128.2%
-1,754.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -1.5% |
| 7D | -0.3% | -8.4% | +8.1% | +1.3% |
| 30D | -14.7% | -11.2% | -3.6% | -13.4% |
| 3M | -11.2% | -36.1% | +24.9% | -4.7% |
| 6M | -11.4% | -37.9% | +26.5% | -5.6% |
| YTD | +17.7% | -18.7% | +36.4% | +16.7% |
| 1Y | +47.5% | -9.8% | +57.3% | +43.5% |
| 3Y | +83.9% | -66.8% | +150.7% | +98.3% |
| 5Y | +54.0% | -89.6% | +143.6% | +92.4% |
| All | +373.5% | +2,128.2% | -1,754.7% | +183.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling