+351.3%
FERG vs ENPH
+1,908.3%
-1,557.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -8.9% | -10.8% | +1.9% | -8.3% |
| 3M | -2.0% | -33.8% | +31.8% | 0.0% |
| 6M | -3.2% | -16.1% | +12.9% | -3.1% |
| YTD | +1.5% | +13.4% | -11.9% | -0.6% |
| 1Y | +0.5% | -2.6% | +3.1% | -1.0% |
| 3Y | +50.4% | -70.3% | +120.7% | +54.0% |
| 5Y | +68.7% | -77.0% | +145.7% | +74.0% |
| All | +351.3% | +1,908.3% | -1,557.0% | +342.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling