+693.0%
FN vs ENPH
+2,128.2%
-1,435.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.7% | -4.7% | -6.9% |
| 7D | +0.3% | -8.4% | +8.7% | +1.6% |
| 30D | -16.5% | -11.2% | -5.4% | -15.4% |
| 3M | -42.1% | -36.1% | -6.0% | -38.7% |
| 6M | -52.9% | -37.9% | -15.0% | -49.9% |
| YTD | -28.0% | -18.7% | -9.3% | -27.1% |
| 1Y | -18.5% | -9.8% | -8.7% | -18.5% |
| 3Y | +93.9% | -66.8% | +160.7% | +109.2% |
| 5Y | +170.5% | -89.6% | +260.1% | +220.9% |
| All | +693.0% | +2,128.2% | -1,435.2% | +525.7% |
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 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