+61.4%
FCX vs ENPH
-88.7%
+150.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.5% |
| 7D | -0.8% | -10.3% | +9.5% | +1.4% |
| 30D | -15.1% | -10.1% | -4.9% | -13.8% |
| 3M | -9.6% | -33.1% | +23.5% | -3.2% |
| 6M | -3.1% | -24.8% | +21.8% | +0.4% |
| YTD | +23.4% | -11.7% | +35.1% | +20.5% |
| 1Y | +52.7% | -8.2% | +60.9% | +47.6% |
| 3Y | +91.4% | -63.7% | +155.1% | +103.4% |
| All | +61.4% | -88.7% | +150.2% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling