-83.1%
FRMI vs ENPH
+1.1%
-84.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.5% |
| 7D | +7.4% | -0.1% | +7.5% | +7.6% |
| 30D | -27.6% | -10.8% | -16.8% | -24.8% |
| 3M | -20.9% | -33.8% | +13.0% | -10.8% |
| 6M | -36.6% | -16.1% | -20.5% | -36.2% |
| YTD | -31.3% | +13.4% | -44.7% | -39.0% |
| All | -83.1% | +1.1% | -84.2% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling