+433.8%
MAR vs ENPH
+1,908.3%
-1,474.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -0.5% | -0.1% | -0.5% | -0.6% |
| 30D | -5.4% | -10.8% | +5.4% | -4.4% |
| 3M | -15.5% | -33.8% | +18.3% | -12.4% |
| 6M | +3.0% | -16.1% | +19.1% | +2.7% |
| YTD | +8.5% | +13.4% | -4.9% | +3.7% |
| 1Y | +26.0% | -2.6% | +28.6% | +21.7% |
| 3Y | +68.6% | -70.3% | +138.9% | +76.4% |
| 5Y | +157.4% | -77.0% | +234.4% | +168.1% |
| All | +433.8% | +1,908.3% | -1,474.4% | +315.5% |
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