+22.7%
USB vs ENPH
-88.0%
+110.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.1% | -1.4% |
| 7D | -1.5% | +12.0% | -13.5% | -2.6% |
| 30D | +4.3% | -14.6% | +18.9% | +5.5% |
| 3M | -6.1% | -25.6% | +19.5% | -4.0% |
| 6M | +9.4% | -19.6% | +29.0% | +9.3% |
| YTD | +15.2% | -9.6% | +24.8% | +12.1% |
| 1Y | +32.8% | -10.0% | +42.8% | +29.1% |
| 3Y | +91.3% | -64.2% | +155.4% | +94.8% |
| 5Y | +22.7% | -87.8% | +110.5% | +34.1% |
| All | +22.7% | -88.0% | +110.7% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling