+153.5%
FDX vs ENPH
+2,128.2%
-1,974.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.7% |
| 7D | +5.2% | -8.4% | +13.6% | +6.0% |
| 30D | +11.3% | -11.2% | +22.5% | +12.2% |
| 3M | -4.1% | -36.1% | +32.0% | -0.8% |
| 6M | +9.6% | -37.9% | +47.6% | +12.6% |
| YTD | +40.9% | -18.7% | +59.6% | +39.7% |
| 1Y | +53.0% | -9.8% | +62.8% | +50.3% |
| 3Y | +74.1% | -66.8% | +140.9% | +79.5% |
| 5Y | +75.1% | -89.6% | +164.7% | +92.8% |
| All | +153.5% | +2,128.2% | -1,974.7% | +106.6% |
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