-53.1%
W vs ENPH
-88.0%
+34.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.8% |
| 7D | -7.4% | -10.3% | +2.9% | -3.4% |
| 30D | +7.8% | -10.1% | +17.9% | +11.0% |
| 3M | +10.9% | -33.1% | +44.0% | +27.2% |
| 6M | +86.4% | -24.8% | +111.3% | +96.6% |
| YTD | +14.0% | -11.7% | +25.7% | +1.6% |
| 1Y | +3.5% | -8.2% | +11.8% | -9.8% |
| 3Y | +164.8% | -63.7% | +228.5% | +198.7% |
| 5Y | -53.1% | -88.7% | +35.6% | +1.5% |
| All | -53.1% | -88.0% | +34.9% | +1.5% |
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