+1,049.4%
JPM vs ENPH
+384.9%
+664.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -2.4% | +2.6% | +0.4% |
| 30D | -0.2% | -6.6% | +6.5% | +0.2% |
| 3M | +15.9% | -46.8% | +62.7% | +20.1% |
| 6M | +20.9% | -14.7% | +35.7% | +20.8% |
| YTD | +12.9% | +13.5% | -0.6% | +10.0% |
| 1Y | +20.3% | -0.4% | +20.7% | +17.8% |
| 3Y | +160.9% | -71.7% | +232.7% | +169.2% |
| 5Y | +154.8% | -79.1% | +233.9% | +161.7% |
| 10Y | +591.1% | +1,898.4% | -1,307.3% | +400.5% |
| All | +1,049.4% | +384.9% | +664.4% | +743.4% |
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