+204.2%
USB vs ENPH
+286.3%
-82.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.1% | -1.6% |
| 7D | -1.5% | +12.0% | -13.5% | -2.2% |
| 30D | +4.3% | -14.6% | +18.9% | +5.1% |
| 3M | -6.1% | -25.6% | +19.5% | -4.6% |
| 6M | +9.4% | -19.6% | +29.0% | +9.6% |
| YTD | +15.2% | -9.6% | +24.8% | +13.6% |
| 1Y | +32.8% | -10.0% | +42.8% | +30.8% |
| 3Y | +91.3% | -64.2% | +155.4% | +94.8% |
| 5Y | +22.7% | -87.8% | +110.5% | +30.5% |
| 10Y | +97.0% | +2,376.1% | -2,279.0% | +54.1% |
| All | +204.2% | +286.3% | -82.0% | +147.4% |
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