+84.4%
FICO vs ENPH
-89.7%
+174.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.6% |
| 7D | +2.2% | -8.4% | +10.6% | +3.0% |
| 30D | +0.1% | -11.2% | +11.3% | +0.9% |
| 3M | -35.2% | -36.1% | +0.9% | -32.8% |
| 6M | -32.4% | -37.9% | +5.6% | -30.9% |
| YTD | -57.4% | -18.7% | -38.7% | -58.9% |
| 1Y | -58.5% | -9.8% | -48.7% | -60.6% |
| 3Y | -28.9% | -66.8% | +38.0% | -29.3% |
| All | +84.4% | -89.7% | +174.1% | +101.5% |
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 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