+312.3%
ZETA vs ENPH
-81.0%
+393.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.1% |
| 7D | +18.1% | -8.4% | +26.5% | +20.2% |
| 30D | +13.6% | -11.2% | +24.7% | +15.8% |
| 3M | +23.7% | -36.1% | +59.8% | +35.0% |
| 6M | +128.5% | -37.9% | +166.4% | +143.5% |
| YTD | +80.1% | -18.7% | +98.8% | +74.6% |
| 1Y | +98.0% | -9.8% | +107.8% | +87.3% |
| 3Y | +348.6% | -66.8% | +415.4% | +363.5% |
| 5Y | +286.6% | -89.6% | +376.2% | +356.6% |
| All | +312.3% | -81.0% | +393.3% | +426.1% |
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