+518.8%
FITB vs ENPH
+384.9%
+133.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | -4.7% | -6.6% | +1.9% | -4.3% |
| 3M | +6.7% | -46.8% | +53.5% | +12.0% |
| 6M | +12.6% | -14.7% | +27.3% | +12.4% |
| YTD | +19.1% | +13.5% | +5.6% | +15.0% |
| 1Y | +22.6% | -0.4% | +23.0% | +19.3% |
| 3Y | +127.1% | -71.7% | +198.9% | +138.2% |
| 5Y | +71.8% | -79.1% | +150.9% | +79.2% |
| 10Y | +287.2% | +1,898.4% | -1,611.2% | +181.7% |
| All | +518.8% | +384.9% | +133.9% | +363.3% |
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