+62.5%
T vs ENPH
+2,188.9%
-2,126.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.2% |
| 7D | +1.6% | -7.6% | +9.2% | +1.8% |
| 30D | -2.9% | -16.4% | +13.5% | -2.6% |
| 3M | -7.5% | -34.3% | +26.8% | -6.8% |
| 6M | -9.9% | -28.5% | +18.6% | -9.7% |
| YTD | -6.4% | -16.4% | +10.0% | -7.0% |
| 1Y | -9.4% | -12.8% | +3.4% | -10.1% |
| 3Y | +64.9% | -65.7% | +130.5% | +65.5% |
| 5Y | +57.0% | -89.4% | +146.3% | +61.5% |
| All | +62.5% | +2,188.9% | -2,126.4% | +50.5% |
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 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