+826.4%
FN vs ENPH
+2,696.2%
-1,869.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.7% | +11.6% |
| 7D | +16.3% | +4.1% | +12.2% | +15.9% |
| 30D | -24.7% | -11.4% | -13.4% | -23.7% |
| 3M | -34.9% | -30.5% | -4.4% | -31.9% |
| 6M | -41.1% | -20.2% | -20.9% | -39.4% |
| YTD | -19.6% | -9.3% | -10.4% | -19.9% |
| 1Y | -18.5% | -3.8% | -14.8% | -19.3% |
| 3Y | +119.1% | -61.5% | +180.6% | +131.7% |
| 5Y | +206.9% | -87.9% | +294.8% | +256.7% |
| 10Y | +826.4% | +2,519.8% | -1,693.4% | +619.8% |
| All | +826.4% | +2,696.2% | -1,869.7% | +619.8% |
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