+279.5%
UNP vs ENPH
+1,936.5%
-1,657.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.2% | +1.5% | -2.7% | -1.3% |
| 30D | -2.0% | -12.9% | +10.9% | -1.1% |
| 3M | +7.5% | -27.1% | +34.6% | +9.4% |
| 6M | +15.3% | -15.4% | +30.8% | +15.1% |
| YTD | +25.4% | +15.0% | +10.4% | +21.6% |
| 1Y | +35.6% | -0.7% | +36.3% | +32.4% |
| 3Y | +44.1% | -69.3% | +113.5% | +48.2% |
| 5Y | +54.0% | -76.7% | +130.7% | +57.4% |
| All | +279.5% | +1,936.5% | -1,657.0% | +208.5% |
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