+2,432.1%
FTAI vs ENPH
+271.3%
+2,160.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.4% | -0.4% | -5.3% |
| 7D | -0.2% | +3.4% | -3.6% | -0.5% |
| 30D | -13.6% | -10.3% | -3.4% | -12.8% |
| 3M | -20.6% | -31.4% | +10.8% | -17.9% |
| 6M | -32.6% | -10.1% | -22.5% | -32.6% |
| YTD | -5.4% | +14.6% | -19.9% | -8.4% |
| 1Y | +12.9% | -3.2% | +16.1% | +10.7% |
| 3Y | +428.1% | -69.5% | +497.6% | +452.0% |
| 5Y | +863.0% | -77.2% | +940.3% | +907.8% |
| 10Y | +3,092.6% | +1,940.0% | +1,152.6% | +2,428.3% |
| All | +2,432.1% | +271.3% | +2,160.8% | +1,887.5% |
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