+30.9%
FXI vs ENPH
+247.6%
-216.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | -4.2% | -8.4% | +4.2% | -3.6% |
| 30D | -1.1% | -11.2% | +10.1% | -0.5% |
| 3M | -4.0% | -36.1% | +32.1% | -0.9% |
| 6M | -11.8% | -37.9% | +26.1% | -9.8% |
| YTD | -11.9% | -18.7% | +6.8% | -12.8% |
| 1Y | -16.1% | -9.8% | -6.3% | -17.8% |
| 3Y | +38.8% | -66.8% | +105.6% | +42.9% |
| 5Y | -9.1% | -89.6% | +80.6% | -0.3% |
| 10Y | +18.4% | +2,186.8% | -2,168.4% | -14.4% |
| All | +30.9% | +247.6% | -216.7% | -1.8% |
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