+47.4%
NSC vs ENPH
-78.8%
+126.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -5.5% | -2.4% | -3.1% | -5.4% |
| 30D | -3.2% | -6.6% | +3.4% | -2.9% |
| 3M | +7.7% | -46.8% | +54.5% | +11.7% |
| 6M | +4.5% | -14.7% | +19.3% | +4.1% |
| YTD | +15.6% | +13.5% | +2.1% | +11.9% |
| 1Y | +19.8% | -0.4% | +20.3% | +16.7% |
| 3Y | +70.1% | -71.7% | +141.8% | +76.8% |
| All | +47.4% | -78.8% | +126.2% | +55.0% |
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 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