+363.0%
NDAQ vs ENPH
+1,908.3%
-1,545.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -4.4% | -10.8% | +6.5% | -3.7% |
| 3M | +5.9% | -33.8% | +39.7% | +8.5% |
| 6M | +7.7% | -16.1% | +23.9% | +7.4% |
| YTD | -5.2% | +13.4% | -18.6% | -8.3% |
| 1Y | -3.4% | -2.6% | -0.8% | -5.8% |
| 3Y | +85.6% | -70.3% | +155.9% | +91.5% |
| 5Y | +49.5% | -77.0% | +126.5% | +54.4% |
| All | +363.0% | +1,908.3% | -1,545.2% | +288.7% |
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