+860.7%
NRG vs ENPH
+391.5%
+469.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -0.2% | +1.5% | -1.7% | -0.3% |
| 30D | -6.8% | -12.9% | +6.1% | -5.9% |
| 3M | -7.1% | -27.1% | +20.0% | -5.3% |
| 6M | -27.6% | -15.4% | -12.1% | -27.4% |
| YTD | -29.2% | +15.0% | -44.2% | -31.1% |
| 1Y | -29.9% | -0.7% | -29.2% | -31.2% |
| 3Y | +198.7% | -69.3% | +268.0% | +208.4% |
| 5Y | +192.9% | -76.7% | +269.6% | +200.9% |
| 10Y | +1,084.1% | +1,947.8% | -863.6% | +770.3% |
| All | +860.7% | +391.5% | +469.2% | +600.6% |
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