+388.3%
JBL vs ENPH
-77.4%
+465.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.8% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | -15.1% | -12.9% | -2.2% | -13.5% |
| 3M | -14.0% | -27.1% | +13.1% | -10.6% |
| 6M | +20.6% | -15.4% | +36.1% | +21.9% |
| YTD | +32.9% | +15.0% | +17.9% | +27.3% |
| 1Y | +40.5% | -0.7% | +41.2% | +36.5% |
| 3Y | +183.7% | -69.3% | +253.1% | +210.9% |
| 5Y | +388.3% | -76.7% | +465.0% | +427.2% |
| All | +388.3% | -77.4% | +465.7% | +427.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling