+126.5%
FTI vs ENPH
+389.6%
-263.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.1% |
| 7D | -2.3% | +3.4% | -5.7% | -2.7% |
| 30D | +5.0% | -10.3% | +15.3% | +6.0% |
| 3M | +13.8% | -31.4% | +45.2% | +17.4% |
| 6M | +22.9% | -10.1% | +33.0% | +21.6% |
| YTD | +75.0% | +14.6% | +60.4% | +67.1% |
| 1Y | +96.9% | -3.2% | +100.1% | +90.2% |
| 3Y | +276.7% | -69.5% | +346.2% | +292.2% |
| 5Y | +1,157.0% | -77.2% | +1,234.3% | +1,200.8% |
| 10Y | +310.7% | +1,940.0% | -1,629.3% | +152.7% |
| All | +126.5% | +389.6% | -263.1% | +43.0% |
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