+271.1%
YUM vs ENPH
+391.5%
-120.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -5.2% | +1.5% | -6.7% | -5.3% |
| 30D | -0.1% | -12.9% | +12.8% | +0.6% |
| 3M | -4.3% | -27.1% | +22.8% | -2.9% |
| 6M | -8.7% | -15.4% | +6.7% | -9.0% |
| YTD | -3.5% | +15.0% | -18.5% | -6.2% |
| 1Y | +0.5% | -0.7% | +1.2% | -1.8% |
| 3Y | +20.5% | -69.3% | +89.9% | +23.4% |
| 5Y | +21.8% | -76.7% | +98.5% | +24.0% |
| 10Y | +176.5% | +1,947.8% | -1,771.3% | +111.6% |
| All | +271.1% | +391.5% | -120.4% | +191.2% |
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