+252.6%
ZETA vs ENPH
-73.5%
+326.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | +2.7% | -2.4% | +5.0% | +3.2% |
| 30D | +15.8% | -6.6% | +22.4% | +17.5% |
| 3M | +35.4% | -46.8% | +82.2% | +53.2% |
| 6M | +67.1% | -14.7% | +81.9% | +65.8% |
| YTD | +54.1% | +13.5% | +40.6% | +40.2% |
| 1Y | +67.8% | -0.4% | +68.2% | +56.9% |
| 3Y | +311.4% | -71.7% | +383.2% | +370.2% |
| 5Y | +324.8% | -79.1% | +403.9% | +377.5% |
| All | +252.6% | -73.5% | +326.1% | +322.4% |
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