+1,098.5%
QQQ vs ENPH
+389.6%
+708.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.2% |
| 7D | +1.0% | +3.4% | -2.4% | +0.7% |
| 30D | -0.6% | -10.3% | +9.6% | +0.2% |
| 3M | +1.3% | -31.4% | +32.7% | +4.4% |
| 6M | +18.1% | -10.1% | +28.3% | +17.8% |
| YTD | +16.9% | +14.6% | +2.3% | +13.1% |
| 1Y | +24.0% | -3.2% | +27.2% | +21.3% |
| 3Y | +95.6% | -69.5% | +165.1% | +103.8% |
| 5Y | +94.5% | -77.2% | +171.7% | +103.3% |
| 10Y | +571.7% | +1,940.0% | -1,368.3% | +401.5% |
| All | +1,098.5% | +389.6% | +708.9% | +803.0% |
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