+1,418.0%
QLD vs ENPH
+2,696.2%
-1,278.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +6.3% |
| 7D | -1.4% | +4.1% | -5.5% | -2.2% |
| 30D | -19.6% | -11.4% | -8.2% | -18.0% |
| 3M | -14.1% | -30.5% | +16.4% | -7.9% |
| 6M | -13.6% | -20.2% | +6.6% | -11.4% |
| YTD | +12.5% | -9.3% | +21.8% | +8.7% |
| 1Y | +13.1% | -3.8% | +16.9% | +7.7% |
| 3Y | +154.7% | -61.5% | +216.2% | +169.0% |
| 5Y | +81.1% | -87.9% | +168.9% | +138.0% |
| 10Y | +1,418.0% | +2,519.8% | -1,101.8% | +909.3% |
| All | +1,418.0% | +2,696.2% | -1,278.2% | +909.3% |
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