+3,981.9%
QLD vs ENPH
+279.6%
+3,702.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +2.9% |
| 7D | -10.3% | +11.0% | -21.3% | -12.0% |
| 30D | -26.1% | -15.0% | -11.0% | -24.3% |
| 3M | -17.8% | -28.2% | +10.5% | -13.4% |
| 6M | -15.6% | -20.5% | +4.9% | -13.6% |
| YTD | +5.4% | -11.2% | +16.5% | +3.1% |
| 1Y | +5.2% | -8.7% | +13.9% | +2.3% |
| 3Y | +139.4% | -63.6% | +203.0% | +154.6% |
| 5Y | +66.7% | -88.0% | +154.7% | +109.3% |
| 10Y | +1,422.1% | +2,333.3% | -911.3% | +810.4% |
| All | +3,981.9% | +279.6% | +3,702.3% | +2,506.4% |
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