+178.8%
FDX vs ENPH
+1,928.7%
-1,749.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.9% | -1.1% |
| 7D | -2.3% | +3.4% | -5.7% | -2.6% |
| 30D | -4.9% | -10.3% | +5.4% | -4.1% |
| 3M | -6.5% | -31.4% | +24.9% | -3.8% |
| 6M | +6.7% | -10.1% | +16.8% | +6.1% |
| YTD | +33.9% | +14.6% | +19.3% | +29.5% |
| 1Y | +72.2% | -3.2% | +75.4% | +68.2% |
| 3Y | +60.2% | -69.5% | +129.7% | +66.4% |
| 5Y | +62.9% | -77.2% | +140.2% | +67.5% |
| 10Y | +178.8% | +1,940.0% | -1,761.2% | +126.9% |
| All | +178.8% | +1,928.7% | -1,749.9% | +126.9% |
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