+219.7%
USB vs ENPH
+384.9%
-165.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.4% | -2.4% | +3.8% | +1.6% |
| 30D | -1.3% | -6.6% | +5.3% | -0.9% |
| 3M | +15.2% | -46.8% | +62.1% | +19.4% |
| 6M | +18.8% | -14.7% | +33.6% | +18.6% |
| YTD | +21.0% | +13.5% | +7.5% | +17.9% |
| 1Y | +34.0% | -0.4% | +34.4% | +31.3% |
| 3Y | +95.3% | -71.7% | +167.1% | +101.9% |
| 5Y | +40.4% | -79.1% | +119.5% | +44.7% |
| 10Y | +107.3% | +1,898.4% | -1,791.0% | +63.1% |
| All | +219.7% | +384.9% | -165.3% | +156.9% |
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