+545.7%
FICO vs ENPH
+2,435.8%
-1,890.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +5.9% | +1.5% |
| 7D | +0.9% | -9.1% | +10.0% | +1.9% |
| 30D | +9.4% | -15.8% | +25.2% | +11.2% |
| 3M | -30.4% | -32.5% | +2.1% | -27.6% |
| 6M | -35.1% | -24.2% | -10.9% | -35.0% |
| YTD | -56.8% | -13.8% | -43.0% | -58.3% |
| 1Y | -58.4% | -15.8% | -42.6% | -59.8% |
| 3Y | -26.7% | -64.6% | +37.9% | -25.8% |
| 5Y | +88.0% | -88.1% | +176.1% | +114.0% |
| 10Y | +545.7% | +2,367.9% | -1,822.1% | +366.1% |
| All | +545.7% | +2,435.8% | -1,890.1% | +366.1% |
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