+121.0%
QLD vs ENPH
-78.8%
+199.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -2.4% | +2.9% | +1.2% |
| 30D | -0.1% | -6.6% | +6.5% | +1.4% |
| 3M | -8.4% | -46.8% | +38.5% | +6.7% |
| 6M | +32.2% | -14.7% | +47.0% | +33.9% |
| YTD | +28.9% | +13.5% | +15.4% | +17.3% |
| 1Y | +43.8% | -0.4% | +44.2% | +34.0% |
| 3Y | +176.6% | -71.7% | +248.3% | +230.9% |
| All | +121.0% | -78.8% | +199.8% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling