+794.1%
FN vs ENPH
+2,435.8%
-1,641.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.0% | +0.2% | -4.1% |
| 7D | -4.1% | -9.1% | +5.1% | -2.7% |
| 30D | -28.3% | -15.8% | -12.6% | -26.8% |
| 3M | -33.9% | -32.5% | -1.4% | -30.6% |
| 6M | -43.9% | -24.2% | -19.7% | -41.8% |
| YTD | -23.4% | -13.8% | -9.7% | -23.2% |
| 1Y | -25.4% | -15.8% | -9.6% | -24.8% |
| 3Y | +107.9% | -64.6% | +172.5% | +122.2% |
| 5Y | +195.1% | -88.1% | +283.1% | +244.2% |
| 10Y | +794.1% | +2,367.9% | -1,573.8% | +598.8% |
| All | +794.1% | +2,435.8% | -1,641.7% | +598.8% |
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