-50.6%
FLUT vs ENPH
-77.5%
+27.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.1% | -0.9% |
| 7D | -2.6% | +3.4% | -6.0% | -2.9% |
| 30D | +5.4% | -10.3% | +15.6% | +6.2% |
| 3M | -10.8% | -31.4% | +20.6% | -8.4% |
| 6M | -9.2% | -10.1% | +0.9% | -10.4% |
| YTD | -53.8% | +14.6% | -68.4% | -55.8% |
| 1Y | -66.0% | -3.2% | -62.8% | -67.1% |
| 3Y | -44.7% | -69.5% | +24.8% | -42.5% |
| 5Y | -50.6% | -77.2% | +26.7% | -51.8% |
| All | -50.6% | -77.5% | +27.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling