+296.4%
FN vs ENPH
-77.3%
+373.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.8% | -4.6% | +0.9% |
| 7D | +3.5% | +9.3% | -5.7% | +1.8% |
| 30D | -26.0% | -7.3% | -18.7% | -25.0% |
| 3M | -33.3% | -31.7% | -1.5% | -28.8% |
| 6M | -14.9% | -3.5% | -11.5% | -14.4% |
| YTD | -8.6% | +21.2% | -29.7% | -12.7% |
| 1Y | +12.3% | +0.1% | +12.3% | +10.1% |
| 3Y | +174.4% | -67.7% | +242.1% | +203.6% |
| 5Y | +296.4% | -76.2% | +372.6% | +337.5% |
| All | +296.4% | -77.3% | +373.8% | +337.5% |
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