+35.1%
FXI vs ENPH
+389.6%
-354.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.8% |
| 7D | -2.8% | +3.4% | -6.2% | -3.1% |
| 30D | -5.3% | -10.3% | +4.9% | -4.6% |
| 3M | +0.3% | -31.4% | +31.7% | +3.0% |
| 6M | -4.6% | -10.1% | +5.6% | -5.2% |
| YTD | -9.1% | +14.6% | -23.7% | -12.2% |
| 1Y | -12.0% | -3.2% | -8.8% | -14.1% |
| 3Y | +38.6% | -69.5% | +108.1% | +43.8% |
| 5Y | -6.6% | -77.2% | +70.7% | -3.4% |
| 10Y | +15.0% | +1,940.0% | -1,925.0% | -16.8% |
| All | +35.1% | +389.6% | -354.5% | -1.1% |
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