+84.9%
USB vs ENPH
+2,435.8%
-2,350.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.6% | 0.0% |
| 7D | +1.4% | -9.1% | +10.6% | +2.1% |
| 30D | +6.4% | -15.8% | +22.2% | +7.5% |
| 3M | -4.5% | -32.5% | +28.0% | -2.1% |
| 6M | +11.4% | -24.2% | +35.5% | +12.0% |
| YTD | +17.1% | -13.8% | +30.9% | +15.5% |
| 1Y | +32.6% | -15.8% | +48.4% | +31.0% |
| 3Y | +101.8% | -64.6% | +166.4% | +106.0% |
| 5Y | +25.1% | -88.1% | +113.2% | +34.5% |
| 10Y | +84.9% | +2,367.9% | -2,283.0% | +62.0% |
| All | +84.9% | +2,435.8% | -2,350.9% | +62.0% |
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