+687.9%
FERG vs ENPH
+417.7%
+270.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.8% | -7.7% | -1.2% |
| 7D | +3.4% | +9.3% | -5.9% | +3.0% |
| 30D | -11.5% | -7.3% | -4.2% | -11.3% |
| 3M | +1.3% | -31.7% | +33.0% | +2.7% |
| 6M | -1.0% | -3.5% | +2.5% | -1.5% |
| YTD | +3.2% | +21.2% | -17.9% | +1.3% |
| 1Y | -3.0% | +0.1% | -3.0% | -4.1% |
| 3Y | +55.0% | -67.7% | +122.7% | +57.4% |
| 5Y | +72.6% | -76.2% | +148.9% | +76.1% |
| 10Y | +358.9% | +2,057.2% | -1,698.3% | +325.6% |
| All | +687.9% | +417.7% | +270.1% | +615.5% |
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