+67.5%
FERG vs ENPH
-77.4%
+144.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | -11.8% | -12.9% | +1.0% | -10.5% |
| 3M | -1.2% | -27.1% | +25.9% | +1.9% |
| 6M | -2.3% | -15.4% | +13.1% | -2.5% |
| YTD | +0.8% | +15.0% | -14.2% | -4.4% |
| 1Y | +0.5% | -0.7% | +1.2% | -3.4% |
| 3Y | +51.4% | -69.3% | +120.7% | +60.4% |
| 5Y | +67.5% | -76.7% | +144.2% | +82.7% |
| All | +67.5% | -77.4% | +144.9% | +82.7% |
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