-23.7%
FPS vs ENPH
-48.5%
+24.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.9% |
| 7D | +13.6% | -8.4% | +22.0% | +18.0% |
| 30D | -32.4% | -11.2% | -21.2% | -29.8% |
| 3M | -41.1% | -36.1% | -5.0% | -29.9% |
| 6M | -51.4% | -37.9% | -13.5% | -43.9% |
| All | -23.7% | -48.5% | +24.8% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling