-35.7%
U vs ENPH
-46.3%
+10.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +5.9% | +5.0% |
| 7D | +5.5% | -0.1% | +5.6% | +5.4% |
| 30D | -1.3% | -10.8% | +9.6% | +2.5% |
| 3M | +64.6% | -33.8% | +98.4% | +87.9% |
| 6M | +119.4% | -16.1% | +135.5% | +115.0% |
| YTD | -0.5% | +13.4% | -13.9% | -17.4% |
| 1Y | +1.3% | -2.6% | +3.9% | -11.2% |
| 3Y | +15.6% | -70.3% | +85.9% | +42.1% |
| 5Y | -67.5% | -77.0% | +9.6% | -56.4% |
| All | -35.7% | -46.3% | +10.6% | -47.2% |
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