+119.5%
RF vs ENPH
-66.2%
+185.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.4% |
| 7D | +1.9% | -8.4% | +10.4% | +2.6% |
| 30D | +7.3% | -11.2% | +18.5% | +8.1% |
| 3M | -7.9% | -36.1% | +28.2% | -4.9% |
| 6M | +10.5% | -37.9% | +48.4% | +13.1% |
| YTD | +9.6% | -18.7% | +28.3% | +8.0% |
| 1Y | +20.3% | -9.8% | +30.1% | +17.3% |
| 3Y | +119.5% | -66.8% | +186.3% | +105.4% |
| All | +119.5% | -66.2% | +185.8% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling