+1,554.3%
FN vs ENPH
+286.3%
+1,268.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -8.2% | -6.1% | -13.3% |
| 7D | -16.0% | +12.0% | -28.0% | -17.0% |
| 30D | -40.1% | -14.6% | -25.5% | -39.1% |
| 3M | -43.9% | -25.6% | -18.3% | -42.2% |
| 6M | -55.6% | -19.6% | -36.1% | -54.6% |
| YTD | -35.7% | -9.6% | -26.0% | -35.9% |
| 1Y | -39.8% | -10.0% | -29.8% | -40.0% |
| 3Y | +80.3% | -64.2% | +144.4% | +90.5% |
| 5Y | +143.3% | -87.8% | +231.1% | +177.5% |
| 10Y | +682.3% | +2,376.1% | -1,693.8% | +425.3% |
| All | +1,554.3% | +286.3% | +1,268.0% | +1,025.7% |
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