+23.7%
FITB vs ENPH
-4.2%
+27.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -5.5% | -12.9% | +7.4% | -4.7% |
| 3M | +4.1% | -27.1% | +31.2% | +6.0% |
| 6M | +18.7% | -15.4% | +34.2% | +18.4% |
| YTD | +18.2% | +15.0% | +3.2% | +13.3% |
| 1Y | +23.7% | -0.7% | +24.4% | +18.4% |
| All | +23.7% | -4.2% | +27.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling