+1,527.5%
META vs ENPH
+337.1%
+1,190.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +6.7% | -2.4% | +9.1% | +6.9% |
| 30D | +4.8% | -6.6% | +11.4% | +5.4% |
| 3M | -1.6% | -46.8% | +45.2% | +3.7% |
| 6M | -7.5% | -14.7% | +7.3% | -7.4% |
| YTD | -6.4% | +13.5% | -19.9% | -9.7% |
| 1Y | -17.3% | -0.4% | -16.9% | -19.6% |
| 3Y | +109.9% | -71.7% | +181.7% | +120.1% |
| 5Y | +65.4% | -79.1% | +144.5% | +74.1% |
| 10Y | +391.8% | +1,898.4% | -1,506.5% | +239.7% |
| All | +1,527.5% | +337.1% | +1,190.3% | +1,091.2% |
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 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