+1,065.2%
NRG vs ENPH
+1,908.3%
-843.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -6.0% | -10.8% | +4.9% | -5.1% |
| 3M | -8.0% | -33.8% | +25.9% | -5.2% |
| 6M | -23.2% | -16.1% | -7.0% | -22.9% |
| YTD | -28.1% | +13.4% | -41.5% | -30.1% |
| 1Y | -27.3% | -2.6% | -24.7% | -28.7% |
| 3Y | +208.7% | -70.3% | +278.9% | +221.0% |
| 5Y | +197.7% | -77.0% | +274.7% | +207.4% |
| All | +1,065.2% | +1,908.3% | -843.1% | +805.4% |
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 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