+4,893.2%
QLD vs ENPH
+384.9%
+4,508.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -2.4% | +2.9% | +1.0% |
| 30D | -0.1% | -6.6% | +6.5% | +1.0% |
| 3M | -8.4% | -46.8% | +38.5% | +2.2% |
| 6M | +32.2% | -14.7% | +47.0% | +33.7% |
| YTD | +28.9% | +13.5% | +15.4% | +21.5% |
| 1Y | +43.8% | -0.4% | +44.2% | +37.8% |
| 3Y | +176.6% | -71.7% | +248.3% | +208.1% |
| 5Y | +121.6% | -79.1% | +200.7% | +154.4% |
| 10Y | +1,652.9% | +1,898.4% | -245.4% | +949.5% |
| All | +4,893.2% | +384.9% | +4,508.3% | +2,972.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling