+53.8%
NDAQ vs ENPH
-76.2%
+130.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.8% | -8.7% | -2.4% |
| 7D | -2.6% | +9.3% | -11.8% | -3.2% |
| 30D | +0.5% | -7.3% | +7.7% | +1.0% |
| 3M | +9.9% | -31.7% | +41.6% | +12.8% |
| 6M | +8.2% | -3.5% | +11.7% | +6.3% |
| YTD | -1.5% | +21.2% | -22.6% | -6.3% |
| 1Y | +1.3% | +0.1% | +1.3% | -2.2% |
| 3Y | +92.6% | -67.7% | +160.3% | +100.3% |
| All | +53.8% | -76.2% | +130.0% | +62.8% |
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