+24.4%
NSC vs ENPH
-88.2%
+112.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.7% |
| 7D | -6.6% | +11.0% | -17.6% | -7.3% |
| 30D | +2.2% | -15.0% | +17.2% | +3.0% |
| 3M | -6.2% | -28.2% | +22.0% | -4.4% |
| 6M | +1.7% | -20.5% | +22.2% | +1.6% |
| YTD | +12.2% | -11.2% | +23.4% | +10.0% |
| 1Y | +15.4% | -8.7% | +24.1% | +12.7% |
| 3Y | +73.3% | -63.6% | +136.9% | +75.1% |
| All | +24.4% | -88.2% | +112.6% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling