-62.4%
ZTS vs ENPH
-77.5%
+15.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.1% |
| 7D | -3.8% | +3.4% | -7.1% | -4.0% |
| 30D | -2.0% | -10.3% | +8.2% | -1.3% |
| 3M | -10.2% | -31.4% | +21.2% | -8.0% |
| 6M | -39.4% | -10.1% | -29.3% | -40.2% |
| YTD | -40.8% | +14.6% | -55.4% | -43.4% |
| 1Y | -50.1% | -3.2% | -46.9% | -51.7% |
| 3Y | -58.9% | -69.5% | +10.6% | -57.1% |
| 5Y | -62.4% | -77.2% | +14.9% | -60.8% |
| All | -62.4% | -77.5% | +15.2% | -60.8% |
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