+1,306.1%
NDAQ vs ENPH
+384.9%
+921.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -2.4% | -2.4% | -0.1% | -2.3% |
| 30D | +2.5% | -6.6% | +9.1% | +2.8% |
| 3M | +9.9% | -46.8% | +56.7% | +13.7% |
| 6M | +9.4% | -14.7% | +24.2% | +9.1% |
| YTD | +0.4% | +13.5% | -13.1% | -2.3% |
| 1Y | +4.0% | -0.4% | +4.4% | +1.7% |
| 3Y | +94.4% | -71.7% | +166.1% | +100.3% |
| 5Y | +56.7% | -79.1% | +135.8% | +61.8% |
| 10Y | +375.3% | +1,898.4% | -1,523.1% | +279.1% |
| All | +1,306.1% | +384.9% | +921.2% | +1,053.4% |
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