-9.1%
NVTS vs ENPH
-80.5%
+71.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.8% |
| 7D | -1.4% | -0.1% | -1.4% | -1.5% |
| 30D | -16.5% | -10.8% | -5.7% | -13.0% |
| 3M | -47.6% | -33.8% | -13.8% | -38.8% |
| 6M | +7.3% | -16.1% | +23.4% | +16.4% |
| YTD | +62.9% | +13.4% | +49.5% | +57.3% |
| 1Y | +91.3% | -2.6% | +93.9% | +93.4% |
| 3Y | +43.4% | -70.3% | +113.7% | +109.5% |
| All | -9.1% | -80.5% | +71.3% | +40.7% |
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