+2,036.6%
FICO vs ENPH
+384.9%
+1,651.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.8% | -16.7% |
| 7D | -19.2% | -2.4% | -16.8% | -19.0% |
| 30D | -14.6% | -6.6% | -8.0% | -14.1% |
| 3M | -20.1% | -46.8% | +26.7% | -15.6% |
| 6M | -36.3% | -14.7% | -21.6% | -36.8% |
| YTD | -44.9% | +13.5% | -58.3% | -47.5% |
| 1Y | -38.6% | -0.4% | -38.2% | -40.9% |
| 3Y | +4.0% | -71.7% | +75.7% | +8.9% |
| 5Y | +99.5% | -79.1% | +178.6% | +109.6% |
| 10Y | +604.7% | +1,898.4% | -1,293.7% | +387.2% |
| All | +2,036.6% | +384.9% | +1,651.7% | +1,395.2% |
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