+91.4%
FE vs ENPH
+384.9%
-293.6%
-47.7%
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 | +1.9% | -2.4% | +4.3% | +2.0% |
| 30D | -1.2% | -6.6% | +5.5% | -1.0% |
| 3M | +3.5% | -46.8% | +50.3% | +5.4% |
| 6M | -6.1% | -14.7% | +8.7% | -6.2% |
| YTD | +7.6% | +13.5% | -5.9% | +5.9% |
| 1Y | +11.9% | -0.4% | +12.3% | +10.5% |
| 3Y | +48.4% | -71.7% | +120.2% | +51.0% |
| 5Y | +44.8% | -79.1% | +123.9% | +47.1% |
| 10Y | +115.9% | +1,898.4% | -1,782.5% | +92.2% |
| All | +91.4% | +384.9% | -293.6% | +68.9% |
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