+206.7%
FN vs ENPH
-88.0%
+294.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.4% |
| 7D | +8.0% | -10.3% | +18.3% | +10.5% |
| 30D | -19.1% | -10.1% | -9.0% | -17.8% |
| 3M | -29.8% | -33.1% | +3.3% | -24.7% |
| 6M | -43.2% | -24.8% | -18.4% | -40.0% |
| YTD | -18.9% | -11.7% | -7.2% | -18.5% |
| 1Y | -17.9% | -8.2% | -9.6% | -17.8% |
| 3Y | +120.1% | -63.7% | +183.8% | +140.5% |
| 5Y | +206.7% | -88.7% | +295.4% | +277.6% |
| All | +206.7% | -88.0% | +294.7% | +277.6% |
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