+163.6%
W vs ENPH
+160.0%
+3.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | -4.2% | -2.4% | -1.8% | -3.6% |
| 30D | -7.6% | -6.6% | -0.9% | -6.1% |
| 3M | +37.2% | -46.8% | +84.0% | +58.0% |
| 6M | +26.3% | -14.7% | +41.1% | +27.7% |
| YTD | -1.0% | +13.5% | -14.5% | -10.1% |
| 1Y | +20.1% | -0.4% | +20.5% | +11.4% |
| 3Y | +37.8% | -71.7% | +109.5% | +63.3% |
| 5Y | -63.7% | -79.1% | +15.4% | -53.9% |
| 10Y | +156.3% | +1,898.4% | -1,742.0% | +82.6% |
| All | +163.6% | +160.0% | +3.6% | +101.6% |
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