+20.0%
YUM vs ENPH
-77.1%
+97.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -5.8% | -10.8% | +5.0% | -5.3% |
| 3M | -7.6% | -33.8% | +26.2% | -5.9% |
| 6M | -9.1% | -16.1% | +7.0% | -9.5% |
| YTD | -5.5% | +13.4% | -18.9% | -8.7% |
| 1Y | -3.7% | -2.6% | -1.1% | -6.2% |
| 3Y | +17.8% | -70.3% | +88.1% | +21.9% |
| All | +20.0% | -77.1% | +97.2% | +21.8% |
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