+352.2%
GE vs ENPH
+384.9%
-32.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -11.6% | -6.6% | -4.9% | -11.2% |
| 3M | +3.0% | -46.8% | +49.8% | +7.1% |
| 6M | -0.5% | -14.7% | +14.2% | -0.6% |
| YTD | +9.7% | +13.5% | -3.7% | +6.7% |
| 1Y | +20.0% | -0.4% | +20.4% | +17.3% |
| 3Y | +275.8% | -71.7% | +347.6% | +289.7% |
| 5Y | +429.1% | -79.1% | +508.2% | +447.3% |
| 10Y | +151.2% | +1,898.4% | -1,747.2% | +87.3% |
| All | +352.2% | +384.9% | -32.7% | +236.3% |
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