+47.8%
FE vs ENPH
-88.2%
+136.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | 0.0% | +11.0% | -11.0% | -0.4% |
| 30D | +5.2% | -15.0% | +20.2% | +5.6% |
| 3M | 0.0% | -28.2% | +28.2% | +0.8% |
| 6M | +5.0% | -20.5% | +25.5% | +4.8% |
| YTD | +7.9% | -11.2% | +19.1% | +6.3% |
| 1Y | +6.3% | -8.7% | +15.0% | +4.5% |
| 3Y | +46.0% | -63.6% | +109.6% | +46.4% |
| All | +47.8% | -88.2% | +136.0% | +57.5% |
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