+175.6%
FN vs ENPH
-89.7%
+265.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.7% | -4.7% | -6.8% |
| 7D | +0.3% | -8.4% | +8.7% | +2.1% |
| 30D | -16.5% | -11.2% | -5.4% | -15.0% |
| 3M | -42.1% | -36.1% | -6.0% | -37.3% |
| 6M | -52.9% | -37.9% | -15.0% | -48.6% |
| YTD | -28.0% | -18.7% | -9.3% | -26.3% |
| 1Y | -18.5% | -9.8% | -8.7% | -18.1% |
| 3Y | +93.9% | -66.8% | +160.7% | +115.6% |
| All | +175.6% | -89.7% | +265.4% | +241.3% |
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