+62.8%
META vs ENPH
-78.8%
+141.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +6.7% | -2.4% | +9.1% | +7.0% |
| 30D | +4.8% | -6.6% | +11.4% | +5.6% |
| 3M | -1.6% | -46.8% | +45.2% | +5.5% |
| 6M | -7.5% | -14.7% | +7.3% | -7.4% |
| YTD | -6.4% | +13.5% | -19.9% | -11.3% |
| 1Y | -17.3% | -0.4% | -16.9% | -20.7% |
| 3Y | +109.9% | -71.7% | +181.7% | +129.4% |
| All | +62.8% | -78.8% | +141.6% | +70.3% |
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