+98.6%
FCX vs ENPH
-68.3%
+166.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.8% | -1.4% | +4.2% |
| 7D | +5.7% | +9.3% | -3.5% | +4.2% |
| 30D | +10.1% | -7.3% | +17.3% | +11.3% |
| 3M | +20.2% | -31.7% | +51.9% | +26.9% |
| 6M | +29.7% | -3.5% | +33.2% | +29.0% |
| YTD | +51.9% | +21.2% | +30.8% | +43.8% |
| 1Y | +66.0% | +0.1% | +65.9% | +60.8% |
| All | +98.6% | -68.3% | +166.9% | +118.1% |
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 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