-26.6%
U vs ENPH
-60.5%
+33.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.4% | +2.9% |
| 7D | +2.8% | -7.6% | +10.4% | +5.5% |
| 30D | +7.6% | -16.4% | +24.0% | +13.1% |
| 3M | +12.7% | -34.3% | +47.0% | +28.4% |
| 6M | +87.0% | -28.5% | +115.5% | +94.0% |
| YTD | +13.6% | -16.4% | +30.0% | +3.5% |
| 1Y | +25.3% | -12.8% | +38.1% | +11.9% |
| 3Y | +85.8% | -65.7% | +151.4% | +102.0% |
| 5Y | -74.5% | -89.4% | +14.9% | -56.0% |
| All | -26.6% | -60.5% | +33.9% | -33.9% |
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