+618.7%
RF vs ENPH
+384.9%
+233.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.3% | -2.4% | +3.7% | +1.5% |
| 30D | -3.6% | -6.6% | +3.0% | -3.1% |
| 3M | +8.1% | -46.8% | +54.9% | +14.0% |
| 6M | +11.5% | -14.7% | +26.2% | +11.2% |
| YTD | +15.6% | +13.5% | +2.1% | +11.2% |
| 1Y | +15.7% | -0.4% | +16.1% | +12.2% |
| 3Y | +86.9% | -71.7% | +158.6% | +96.9% |
| 5Y | +89.8% | -79.1% | +168.9% | +98.9% |
| 10Y | +344.7% | +1,898.4% | -1,553.7% | +197.2% |
| All | +618.7% | +384.9% | +233.8% | +397.5% |
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