+1,525.1%
JBL vs ENPH
+1,908.3%
-383.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +5.2% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -13.1% | -10.8% | -2.3% | -11.9% |
| 3M | -15.6% | -33.8% | +18.2% | -11.2% |
| 6M | +24.6% | -16.1% | +40.7% | +25.8% |
| YTD | +39.6% | +13.4% | +26.2% | +33.6% |
| 1Y | +48.6% | -2.6% | +51.2% | +44.4% |
| 3Y | +197.3% | -70.3% | +267.5% | +219.9% |
| 5Y | +413.0% | -77.0% | +490.0% | +446.8% |
| All | +1,525.1% | +1,908.3% | -383.2% | +1,056.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling