+671.8%
UNP vs ENPH
+247.6%
+424.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | +4.2% | -8.4% | +12.7% | +4.8% |
| 30D | +5.6% | -11.2% | +16.8% | +6.2% |
| 3M | +2.0% | -36.1% | +38.1% | +4.7% |
| 6M | +15.4% | -37.9% | +53.3% | +17.6% |
| YTD | +32.7% | -18.7% | +51.4% | +31.5% |
| 1Y | +39.4% | -9.8% | +49.3% | +37.1% |
| 3Y | +54.3% | -66.8% | +121.1% | +57.4% |
| 5Y | +39.6% | -89.6% | +129.3% | +50.6% |
| 10Y | +288.9% | +2,186.8% | -1,898.0% | +178.8% |
| All | +671.8% | +247.6% | +424.2% | +490.7% |
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