+46.4%
RF vs ENPH
-89.7%
+136.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.5% |
| 7D | +1.9% | -8.4% | +10.4% | +2.9% |
| 30D | +7.3% | -11.2% | +18.5% | +8.3% |
| 3M | -7.9% | -36.1% | +28.2% | -3.9% |
| 6M | +10.5% | -37.9% | +48.4% | +14.0% |
| YTD | +9.6% | -18.7% | +28.3% | +7.5% |
| 1Y | +20.3% | -9.8% | +30.1% | +16.3% |
| 3Y | +119.5% | -66.8% | +186.3% | +125.3% |
| All | +46.4% | -89.7% | +136.2% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling