+16,549.1%
FIX vs ENPH
+384.9%
+16,164.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +6.0% | -2.4% | +8.4% | +6.3% |
| 30D | -7.2% | -6.6% | -0.6% | -6.7% |
| 3M | -15.9% | -46.8% | +31.0% | -10.9% |
| 6M | +12.7% | -14.7% | +27.5% | +13.7% |
| YTD | +72.8% | +13.5% | +59.3% | +67.9% |
| 1Y | +122.9% | -0.4% | +123.3% | +118.5% |
| 3Y | +774.3% | -71.7% | +846.1% | +823.0% |
| 5Y | +2,049.5% | -79.1% | +2,128.6% | +2,167.8% |
| 10Y | +5,821.5% | +1,898.4% | +3,923.1% | +3,801.8% |
| All | +16,549.1% | +384.9% | +16,164.2% | +10,643.7% |
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