+2,200.4%
FN vs ENPH
+384.9%
+1,815.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | -22.0% | -6.6% | -15.4% | -21.4% |
| 3M | -43.0% | -46.8% | +3.8% | -38.7% |
| 6M | -27.7% | -14.7% | -13.0% | -26.6% |
| YTD | -10.5% | +13.5% | -24.0% | -12.9% |
| 1Y | +12.5% | -0.4% | +12.9% | +10.8% |
| 3Y | +153.8% | -71.7% | +225.5% | +174.0% |
| 5Y | +288.0% | -79.1% | +367.1% | +318.4% |
| 10Y | +906.4% | +1,898.4% | -991.9% | +579.7% |
| All | +2,200.4% | +384.9% | +1,815.5% | +1,429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling