+291.1%
NSC vs ENPH
+2,188.9%
-1,897.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.2% |
| 7D | +1.6% | -7.6% | +9.2% | +2.2% |
| 30D | +4.2% | -16.4% | +20.6% | +5.3% |
| 3M | -0.2% | -34.3% | +34.1% | +2.5% |
| 6M | +7.6% | -28.5% | +36.1% | +8.5% |
| YTD | +17.4% | -16.4% | +33.8% | +15.8% |
| 1Y | +18.3% | -12.8% | +31.1% | +16.3% |
| 3Y | +79.8% | -65.7% | +145.5% | +83.4% |
| 5Y | +34.3% | -89.4% | +123.7% | +46.3% |
| All | +291.1% | +2,188.9% | -1,897.7% | +204.1% |
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