+5,993.3%
FIX vs ENPH
+2,033.5%
+3,959.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +1.7% |
| 7D | +6.1% | +9.3% | -3.2% | +5.1% |
| 30D | -2.7% | -7.3% | +4.6% | -2.0% |
| 3M | -10.9% | -31.7% | +20.8% | -7.8% |
| 6M | +29.0% | -3.5% | +32.5% | +28.7% |
| YTD | +76.9% | +21.2% | +55.7% | +71.1% |
| 1Y | +130.7% | +0.1% | +130.7% | +126.4% |
| 3Y | +790.7% | -67.7% | +858.4% | +829.4% |
| 5Y | +2,185.6% | -76.2% | +2,261.8% | +2,292.3% |
| 10Y | +5,993.3% | +2,057.2% | +3,936.1% | +4,602.8% |
| All | +5,993.3% | +2,033.5% | +3,959.8% | +4,602.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling