+295.8%
FTI vs ENPH
+1,908.3%
-1,612.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +1.5% | -10.8% | +12.3% | +2.5% |
| 3M | +8.2% | -33.8% | +42.0% | +12.0% |
| 6M | +18.8% | -16.1% | +35.0% | +18.4% |
| YTD | +71.7% | +13.4% | +58.3% | +64.0% |
| 1Y | +90.0% | -2.6% | +92.6% | +83.4% |
| 3Y | +270.5% | -70.3% | +340.7% | +287.8% |
| 5Y | +1,084.5% | -77.0% | +1,161.6% | +1,127.3% |
| All | +295.8% | +1,908.3% | -1,612.5% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling