-83.4%
FRMI vs ENPH
+2.6%
-86.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +10.9% | +1.5% | +9.4% | +10.5% |
| 30D | -24.3% | -12.9% | -11.4% | -20.8% |
| 3M | -21.8% | -27.1% | +5.3% | -14.4% |
| 6M | -33.0% | -15.4% | -17.6% | -32.8% |
| YTD | -32.6% | +15.0% | -47.6% | -40.5% |
| All | -83.4% | +2.6% | -86.0% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling