+134.6%
FCX vs ENPH
-77.5%
+212.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.5% |
| 7D | +3.1% | +3.4% | -0.3% | +2.5% |
| 30D | +8.1% | -10.3% | +18.4% | +10.1% |
| 3M | +18.9% | -31.4% | +50.3% | +26.7% |
| 6M | +26.6% | -10.1% | +36.7% | +26.8% |
| YTD | +51.2% | +14.6% | +36.6% | +41.8% |
| 1Y | +75.6% | -3.2% | +78.8% | +68.4% |
| 3Y | +101.7% | -69.5% | +171.2% | +125.3% |
| 5Y | +134.6% | -77.2% | +211.9% | +167.3% |
| All | +134.6% | -77.5% | +212.2% | +167.3% |
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