+155.7%
FDX vs ENPH
+2,496.3%
-2,340.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | -2.1% | -10.3% | +8.2% | -1.2% |
| 30D | +10.4% | -10.1% | +20.5% | +11.1% |
| 3M | +0.5% | -33.1% | +33.6% | +3.5% |
| 6M | +6.5% | -24.8% | +31.3% | +7.5% |
| YTD | +40.2% | -11.7% | +51.9% | +38.1% |
| 1Y | +52.1% | -8.2% | +60.3% | +49.2% |
| 3Y | +72.8% | -63.7% | +136.5% | +76.8% |
| 5Y | +76.3% | -88.7% | +165.0% | +92.7% |
| 10Y | +155.7% | +2,382.5% | -2,226.7% | +107.3% |
| All | +155.7% | +2,496.3% | -2,340.6% | +107.3% |
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 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