+70.0%
FDX vs ENPH
-88.2%
+158.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.6% |
| 7D | -1.6% | +11.0% | -12.6% | -2.5% |
| 30D | +6.6% | -15.0% | +21.6% | +7.8% |
| 3M | -2.1% | -28.2% | +26.2% | +0.3% |
| 6M | +2.2% | -20.5% | +22.6% | +2.5% |
| YTD | +33.9% | -11.2% | +45.1% | +31.6% |
| 1Y | +50.2% | -8.7% | +58.9% | +47.0% |
| 3Y | +65.5% | -63.6% | +129.1% | +69.3% |
| All | +70.0% | -88.2% | +158.2% | +79.7% |
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