+1,072.7%
FTI vs ENPH
-77.4%
+1,150.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -2.9% |
| 7D | -5.6% | +1.5% | -7.1% | -5.8% |
| 30D | +0.4% | -12.9% | +13.3% | +1.4% |
| 3M | +8.1% | -27.1% | +35.2% | +10.3% |
| 6M | +16.7% | -15.4% | +32.1% | +16.4% |
| YTD | +70.0% | +15.0% | +55.0% | +63.1% |
| 1Y | +85.4% | -0.7% | +86.1% | +79.5% |
| 3Y | +265.9% | -69.3% | +335.3% | +284.3% |
| 5Y | +1,072.7% | -76.7% | +1,149.4% | +1,211.2% |
| All | +1,072.7% | -77.4% | +1,150.1% | +1,211.2% |
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 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