+531.6%
FICO vs ENPH
+2,696.2%
-2,164.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.5% |
| 7D | -0.1% | +4.1% | -4.2% | -0.7% |
| 30D | +8.4% | -11.4% | +19.8% | +9.5% |
| 3M | -30.5% | -30.5% | 0.0% | -28.0% |
| 6M | -35.7% | -20.2% | -15.5% | -36.0% |
| YTD | -57.2% | -9.3% | -47.9% | -58.9% |
| 1Y | -58.4% | -3.8% | -54.6% | -60.5% |
| 3Y | -24.8% | -61.5% | +36.7% | -24.7% |
| 5Y | +79.3% | -87.9% | +167.1% | +103.8% |
| 10Y | +531.6% | +2,519.8% | -1,988.2% | +352.9% |
| All | +531.6% | +2,696.2% | -2,164.5% | +352.9% |
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 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