+95.0%
JCI vs ENPH
-89.7%
+184.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.9% |
| 7D | +3.2% | -8.4% | +11.6% | +4.2% |
| 30D | -8.6% | -11.2% | +2.6% | -7.7% |
| 3M | -7.7% | -36.1% | +28.3% | -3.3% |
| 6M | -2.6% | -37.9% | +35.4% | +1.4% |
| YTD | +17.4% | -18.7% | +36.0% | +16.6% |
| 1Y | +16.9% | -9.8% | +26.7% | +14.7% |
| 3Y | +186.7% | -66.8% | +253.6% | +197.2% |
| All | +95.0% | -89.7% | +184.8% | +133.1% |
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