+2,747.6%
FTNT vs ENPH
+417.7%
+2,329.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | 0.0% |
| 7D | -2.7% | +9.3% | -12.0% | -3.6% |
| 30D | -1.4% | -7.3% | +5.9% | -0.6% |
| 3M | +10.1% | -31.7% | +41.8% | +14.2% |
| 6M | +88.2% | -3.5% | +91.7% | +85.5% |
| YTD | +98.3% | +21.2% | +77.1% | +88.6% |
| 1Y | +96.0% | +0.1% | +95.9% | +89.4% |
| 3Y | +145.8% | -67.7% | +213.5% | +155.1% |
| 5Y | +154.6% | -76.2% | +230.9% | +166.5% |
| 10Y | +2,063.6% | +2,057.2% | +6.4% | +1,327.3% |
| All | +2,747.6% | +417.7% | +2,329.8% | +1,829.5% |
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