+401.6%
FDX vs ENPH
+279.6%
+122.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | -2.1% | -28.2% | +26.2% | 0.0% |
| 6M | +2.2% | -20.5% | +22.6% | +2.6% |
| YTD | +33.9% | -11.2% | +45.1% | +32.2% |
| 1Y | +50.2% | -8.7% | +58.9% | +47.8% |
| 3Y | +65.5% | -63.6% | +129.1% | +69.0% |
| 5Y | +74.1% | -88.0% | +162.1% | +87.4% |
| 10Y | +156.7% | +2,333.3% | -2,176.6% | +88.7% |
| All | +401.6% | +279.6% | +122.0% | +283.0% |
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