+46.2%
FE vs ENPH
-77.3%
+123.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.8% | -7.4% | -0.9% |
| 7D | +0.6% | +9.3% | -8.6% | +0.4% |
| 30D | -2.1% | -7.3% | +5.1% | -2.0% |
| 3M | +2.6% | -31.7% | +34.4% | +3.6% |
| 6M | -6.8% | -3.5% | -3.3% | -7.4% |
| YTD | +6.9% | +21.2% | -14.3% | +4.6% |
| 1Y | +11.6% | +0.1% | +11.5% | +10.0% |
| 3Y | +47.7% | -67.7% | +115.4% | +50.6% |
| 5Y | +46.2% | -76.2% | +122.4% | +53.2% |
| All | +46.2% | -77.3% | +123.5% | +53.2% |
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 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