+63.3%
UL vs ENPH
+1,936.5%
-1,873.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -4.1% | +1.5% | -5.6% | -4.1% |
| 30D | -1.2% | -12.9% | +11.7% | -0.9% |
| 3M | +6.0% | -27.1% | +33.1% | +6.7% |
| 6M | -5.5% | -15.4% | +10.0% | -5.7% |
| YTD | -3.3% | +15.0% | -18.3% | -4.6% |
| 1Y | -9.8% | -0.7% | -9.1% | -10.8% |
| 3Y | +20.1% | -69.3% | +89.5% | +21.4% |
| 5Y | +19.2% | -76.7% | +95.9% | +20.1% |
| All | +63.3% | +1,936.5% | -1,873.1% | +51.1% |
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 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