+750.3%
NVT vs ENPH
+621.2%
+129.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.8% |
| 7D | +4.1% | -0.1% | +4.1% | +4.1% |
| 30D | -5.1% | -10.8% | +5.7% | -3.8% |
| 3M | -1.2% | -33.8% | +32.7% | +3.8% |
| 6M | +46.6% | -16.1% | +62.7% | +48.2% |
| YTD | +60.0% | +13.4% | +46.6% | +54.2% |
| 1Y | +70.8% | -2.6% | +73.4% | +66.9% |
| 3Y | +187.5% | -70.3% | +257.8% | +207.5% |
| 5Y | +426.1% | -77.0% | +503.2% | +454.2% |
| All | +750.3% | +621.2% | +129.0% | +505.3% |
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