+62.8%
FDX vs ENPH
-68.2%
+131.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -3.1% |
| 7D | -3.3% | +9.3% | -12.6% | -4.0% |
| 30D | -1.4% | -7.3% | +5.9% | -0.9% |
| 3M | -4.5% | -31.7% | +27.2% | -1.9% |
| 6M | +9.4% | -3.5% | +12.9% | +8.0% |
| YTD | +36.0% | +21.2% | +14.9% | +30.7% |
| 1Y | +75.5% | +0.1% | +75.5% | +70.7% |
| 3Y | +62.8% | -67.7% | +130.5% | +70.2% |
| All | +62.8% | -68.2% | +131.0% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling