+1,448.4%
QLD vs ENPH
+2,435.8%
-987.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.1% |
| 7D | -3.8% | -9.1% | +5.3% | -1.6% |
| 30D | -20.5% | -15.8% | -4.8% | -18.1% |
| 3M | -14.6% | -32.5% | +17.8% | -7.9% |
| 6M | -14.7% | -24.2% | +9.5% | -11.5% |
| YTD | +11.2% | -13.8% | +25.0% | +8.5% |
| 1Y | +7.1% | -15.8% | +22.9% | +4.9% |
| 3Y | +141.1% | -64.6% | +205.7% | +159.3% |
| 5Y | +84.3% | -88.1% | +172.3% | +143.3% |
| All | +1,448.4% | +2,435.8% | -987.4% | +938.8% |
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