+613.6%
FCX vs ENPH
+1,936.5%
-1,322.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.6% |
| 7D | -1.9% | +1.5% | -3.4% | -2.1% |
| 30D | +3.4% | -12.9% | +16.3% | +5.7% |
| 3M | +15.0% | -27.1% | +42.1% | +20.7% |
| 6M | +14.6% | -15.4% | +30.1% | +15.8% |
| YTD | +41.2% | +15.0% | +26.2% | +32.9% |
| 1Y | +60.4% | -0.7% | +61.1% | +53.5% |
| 3Y | +88.4% | -69.3% | +157.8% | +106.0% |
| 5Y | +115.0% | -76.7% | +191.7% | +134.3% |
| All | +613.6% | +1,936.5% | -1,322.9% | +362.5% |
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