+65.6%
FLUT vs ENPH
+277.3%
-211.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.5% |
| 7D | +4.5% | -10.3% | +14.8% | +4.9% |
| 30D | +9.2% | -10.1% | +19.3% | +9.5% |
| 3M | -13.7% | -33.1% | +19.4% | -12.7% |
| 6M | -9.0% | -24.8% | +15.8% | -8.8% |
| YTD | -60.2% | -11.7% | -48.5% | -60.5% |
| 1Y | -63.1% | -8.2% | -54.9% | -63.4% |
| 3Y | -42.5% | -63.7% | +21.3% | -42.1% |
| 5Y | -47.6% | -88.7% | +41.1% | -46.1% |
| 10Y | -22.9% | +2,382.5% | -2,405.4% | -22.5% |
| All | +65.6% | +277.3% | -211.7% | +67.5% |
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