+129.0%
FITB vs ENPH
-70.0%
+198.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.1% |
| 7D | -0.4% | +3.4% | -3.8% | -0.7% |
| 30D | -5.1% | -10.3% | +5.1% | -4.3% |
| 3M | +3.5% | -31.4% | +34.9% | +6.9% |
| 6M | +17.2% | -10.1% | +27.3% | +16.1% |
| YTD | +17.6% | +14.6% | +3.1% | +12.1% |
| 1Y | +23.4% | -3.2% | +26.6% | +19.2% |
| All | +129.0% | -70.0% | +198.9% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling