+588.2%
NSC vs ENPH
+287.7%
+300.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.7% |
| 7D | -5.4% | +4.1% | -9.5% | -5.6% |
| 30D | +2.9% | -11.4% | +14.3% | +3.6% |
| 3M | -2.2% | -30.5% | +28.4% | 0.0% |
| 6M | +5.3% | -20.2% | +25.5% | +5.5% |
| YTD | +14.8% | -9.3% | +24.0% | +12.9% |
| 1Y | +16.6% | -3.8% | +20.3% | +14.1% |
| 3Y | +78.6% | -61.5% | +140.1% | +80.7% |
| 5Y | +27.2% | -87.9% | +115.0% | +36.1% |
| 10Y | +302.5% | +2,519.8% | -2,217.3% | +187.3% |
| All | +588.2% | +287.7% | +300.4% | +423.6% |
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