+92.4%
FOXA vs ENPH
+311.2%
-218.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.5% | +1.3% |
| 7D | +0.8% | -0.1% | +0.8% | +0.8% |
| 30D | +5.0% | -10.8% | +15.9% | +5.8% |
| 3M | -3.0% | -33.8% | +30.8% | -0.5% |
| 6M | +14.8% | -16.1% | +30.9% | +14.5% |
| YTD | -8.9% | +13.4% | -22.3% | -12.0% |
| 1Y | +13.3% | -2.6% | +15.9% | +10.4% |
| 3Y | +115.4% | -70.3% | +185.7% | +123.4% |
| 5Y | +95.3% | -77.0% | +172.3% | +98.9% |
| All | +92.4% | +311.2% | -218.8% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling