+1,482.3%
NDAQ vs ENPH
+257.1%
+1,225.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.4% | -0.6% |
| 7D | +1.7% | -7.6% | +9.3% | +2.2% |
| 30D | +16.2% | -16.4% | +32.6% | +17.2% |
| 3M | +14.0% | -34.3% | +48.3% | +16.5% |
| 6M | +22.3% | -28.5% | +50.8% | +23.1% |
| YTD | +13.0% | -16.4% | +29.4% | +11.6% |
| 1Y | +24.0% | -12.8% | +36.8% | +22.1% |
| 3Y | +117.1% | -65.7% | +182.7% | +120.1% |
| 5Y | +67.5% | -89.4% | +156.9% | +79.6% |
| 10Y | +474.3% | +2,249.1% | -1,774.9% | +357.7% |
| All | +1,482.3% | +257.1% | +1,225.2% | +1,218.0% |
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