+155.8%
FTNT vs ENPH
-77.4%
+233.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | +1.6% | +1.5% | +0.1% | +1.4% |
| 30D | -1.9% | -12.9% | +11.0% | -0.3% |
| 3M | +14.4% | -27.1% | +41.5% | +18.3% |
| 6M | +88.7% | -15.4% | +104.1% | +88.4% |
| YTD | +100.0% | +15.0% | +85.0% | +88.7% |
| 1Y | +99.9% | -0.7% | +100.6% | +91.4% |
| 3Y | +147.9% | -69.3% | +217.3% | +166.6% |
| 5Y | +155.8% | -76.7% | +232.5% | +165.4% |
| All | +155.8% | -77.4% | +233.2% | +165.4% |
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 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