+91.9%
FE vs ENPH
+279.6%
-187.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 6M | +5.0% | -20.5% | +25.5% | +5.1% |
| YTD | +7.9% | -11.2% | +19.1% | +6.9% |
| 1Y | +6.3% | -8.7% | +15.0% | +5.2% |
| 3Y | +46.0% | -63.6% | +109.6% | +46.9% |
| 5Y | +45.6% | -88.0% | +133.7% | +50.6% |
| 10Y | +109.3% | +2,333.3% | -2,224.0% | +86.8% |
| All | +91.9% | +279.6% | -187.7% | +70.4% |
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