+2,199.2%
TER vs ENPH
+384.9%
+1,814.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +0.6% | -2.4% | +3.0% | +1.0% |
| 30D | -8.3% | -6.6% | -1.7% | -7.4% |
| 3M | -12.2% | -46.8% | +34.6% | -3.0% |
| 6M | +17.1% | -14.7% | +31.8% | +19.8% |
| YTD | +84.7% | +13.5% | +71.2% | +78.6% |
| 1Y | +199.9% | -0.4% | +200.3% | +193.6% |
| 3Y | +232.8% | -71.7% | +304.5% | +271.8% |
| 5Y | +198.6% | -79.1% | +277.7% | +237.8% |
| 10Y | +1,669.7% | +1,898.4% | -228.6% | +1,103.1% |
| All | +2,199.2% | +384.9% | +1,814.2% | +1,491.1% |
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 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