+90.3%
FOXA vs ENPH
+339.3%
-249.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -0.8% |
| 7D | -0.6% | +9.3% | -9.9% | -1.3% |
| 30D | +2.3% | -7.3% | +9.6% | +2.8% |
| 3M | -2.8% | -31.7% | +28.9% | -0.5% |
| 6M | +9.6% | -3.5% | +13.1% | +8.2% |
| YTD | -9.9% | +21.2% | -31.0% | -13.4% |
| 1Y | +5.4% | +0.1% | +5.3% | +2.6% |
| 3Y | +115.3% | -67.7% | +183.0% | +121.9% |
| 5Y | +93.1% | -76.2% | +169.3% | +96.4% |
| All | +90.3% | +339.3% | -249.0% | +31.7% |
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