+423.0%
FDX vs ENPH
+384.9%
+38.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.5% | -2.4% | -0.2% | -2.3% |
| 30D | +3.8% | -6.6% | +10.4% | +4.3% |
| 3M | -1.3% | -46.8% | +45.5% | +3.0% |
| 6M | +5.0% | -14.7% | +19.8% | +5.0% |
| YTD | +39.6% | +13.5% | +26.2% | +35.7% |
| 1Y | +81.1% | -0.4% | +81.5% | +77.1% |
| 3Y | +63.0% | -71.7% | +134.8% | +69.7% |
| 5Y | +65.6% | -79.1% | +144.7% | +71.1% |
| 10Y | +183.4% | +1,898.4% | -1,715.0% | +109.3% |
| All | +423.0% | +384.9% | +38.1% | +293.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling