+180.9%
UL vs ENPH
+384.9%
-204.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.3% | -2.4% | +1.0% | -1.3% |
| 30D | +0.5% | -6.6% | +7.1% | +0.7% |
| 3M | +17.6% | -46.8% | +64.4% | +19.6% |
| 6M | -5.4% | -14.7% | +9.4% | -5.6% |
| YTD | +0.7% | +13.5% | -12.8% | -0.7% |
| 1Y | -9.3% | -0.4% | -8.8% | -10.3% |
| 3Y | +24.5% | -71.7% | +96.3% | +26.4% |
| 5Y | +23.2% | -79.1% | +102.3% | +24.6% |
| 10Y | +64.5% | +1,898.4% | -1,833.9% | +36.5% |
| All | +180.9% | +384.9% | -204.0% | +132.9% |
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 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