+528.6%
INTU vs ENPH
+384.9%
+143.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -7.1% | -2.4% | -4.7% | -6.9% |
| 30D | +1.5% | -6.6% | +8.1% | +1.9% |
| 3M | +10.7% | -46.8% | +57.5% | +15.9% |
| 6M | -23.8% | -14.7% | -9.1% | -24.8% |
| YTD | -49.3% | +13.5% | -62.8% | -51.7% |
| 1Y | -49.7% | -0.4% | -49.2% | -51.6% |
| 3Y | -38.0% | -71.7% | +33.7% | -35.9% |
| 5Y | -38.7% | -79.1% | +40.4% | -35.8% |
| 10Y | +221.3% | +1,898.4% | -1,677.0% | +149.2% |
| All | +528.6% | +384.9% | +143.7% | +395.0% |
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