+398.6%
ZS vs ENPH
+722.4%
-323.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -3.1% | -0.1% | -3.0% | -3.3% |
| 30D | -7.2% | -10.8% | +3.6% | -5.4% |
| 3M | +30.5% | -33.8% | +64.3% | +39.5% |
| 6M | +7.0% | -16.1% | +23.1% | +5.6% |
| YTD | -26.8% | +13.4% | -40.3% | -33.7% |
| 1Y | -42.6% | -2.6% | -40.0% | -46.9% |
| 3Y | -0.3% | -70.3% | +69.9% | +7.8% |
| 5Y | -39.2% | -77.0% | +37.8% | -31.8% |
| All | +398.6% | +722.4% | -323.8% | +238.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling