+336.7%
RF vs ENPH
+2,033.5%
-1,696.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -7.9% | -1.8% |
| 7D | +2.7% | +9.3% | -6.6% | +1.8% |
| 30D | -3.4% | -7.3% | +3.9% | -2.8% |
| 3M | +6.4% | -31.7% | +38.1% | +9.8% |
| 6M | +13.4% | -3.5% | +16.9% | +11.7% |
| YTD | +14.2% | +21.2% | -6.9% | +9.0% |
| 1Y | +15.7% | +0.1% | +15.7% | +12.0% |
| 3Y | +91.3% | -67.7% | +159.0% | +99.3% |
| 5Y | +89.8% | -76.2% | +166.0% | +96.9% |
| 10Y | +336.7% | +2,057.2% | -1,720.5% | +272.3% |
| All | +336.7% | +2,033.5% | -1,696.8% | +272.3% |
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