+425.7%
META vs ENPH
+2,696.2%
-2,270.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.9% |
| 7D | +5.7% | +4.1% | +1.6% | +5.3% |
| 30D | -10.8% | -11.4% | +0.6% | -9.9% |
| 3M | +8.4% | -30.5% | +39.0% | +12.0% |
| 6M | +5.4% | -20.2% | +25.6% | +6.2% |
| YTD | -2.6% | -9.3% | +6.7% | -4.7% |
| 1Y | +3.5% | -3.8% | +7.3% | +0.5% |
| 3Y | +102.0% | -61.5% | +163.5% | +105.1% |
| 5Y | +93.1% | -87.9% | +180.9% | +115.4% |
| 10Y | +425.7% | +2,519.8% | -2,094.2% | +305.2% |
| All | +425.7% | +2,696.2% | -2,270.5% | +305.2% |
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 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