+1,351.8%
QLD vs ENPH
+2,272.5%
-920.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +2.9% |
| 7D | -10.3% | +11.0% | -21.3% | -12.3% |
| 30D | -26.1% | -15.0% | -11.0% | -23.9% |
| 3M | -17.8% | -28.2% | +10.5% | -12.5% |
| 6M | -15.6% | -20.5% | +4.9% | -13.3% |
| YTD | +5.4% | -11.2% | +16.5% | +2.2% |
| 1Y | +5.2% | -8.7% | +13.9% | +1.3% |
| 3Y | +139.4% | -63.6% | +203.0% | +156.0% |
| 5Y | +66.7% | -88.0% | +154.7% | +119.7% |
| All | +1,351.8% | +2,272.5% | -920.7% | +868.8% |
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