+76.9%
FICO vs ENPH
-88.2%
+165.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -0.9% | +11.0% | -11.9% | -2.0% |
| 30D | +3.3% | -15.0% | +18.4% | +4.5% |
| 3M | -31.7% | -28.2% | -3.5% | -30.0% |
| 6M | -34.0% | -20.5% | -13.5% | -34.5% |
| YTD | -58.3% | -11.2% | -47.2% | -60.1% |
| 1Y | -57.9% | -8.7% | -49.3% | -60.0% |
| 3Y | -24.1% | -63.6% | +39.5% | -25.2% |
| All | +76.9% | -88.2% | +165.1% | +86.1% |
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 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