+93.0%
KEY vs ENPH
+2,188.9%
-2,095.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | 0.0% |
| 7D | +1.8% | -7.6% | +9.3% | +2.6% |
| 30D | +7.1% | -16.4% | +23.5% | +8.8% |
| 3M | -5.9% | -34.3% | +28.4% | -2.2% |
| 6M | +2.2% | -28.5% | +30.7% | +3.8% |
| YTD | +6.4% | -16.4% | +22.9% | +4.7% |
| 1Y | +24.8% | -12.8% | +37.6% | +22.2% |
| 3Y | +125.2% | -65.7% | +190.9% | +132.7% |
| 5Y | +13.0% | -89.4% | +102.3% | +27.6% |
| All | +93.0% | +2,188.9% | -2,095.9% | +56.9% |
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