+17.8%
YUM vs ENPH
-70.3%
+88.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -5.8% | -10.8% | +5.0% | -5.6% |
| 3M | -7.6% | -33.8% | +26.2% | -6.8% |
| 6M | -9.1% | -16.1% | +7.0% | -9.5% |
| YTD | -5.5% | +13.4% | -18.9% | -7.8% |
| 1Y | -3.7% | -2.6% | -1.1% | -5.5% |
| 3Y | +17.8% | -70.3% | +88.1% | +18.9% |
| All | +17.8% | -70.3% | +88.1% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling