+174.6%
ZTS vs ENPH
+847.1%
-672.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.0% | -2.4% | +0.4% | -1.8% |
| 30D | +1.9% | -6.6% | +8.5% | +2.3% |
| 3M | -4.0% | -46.8% | +42.8% | -0.5% |
| 6M | -39.1% | -14.7% | -24.4% | -39.3% |
| YTD | -38.8% | +13.5% | -52.3% | -40.5% |
| 1Y | -49.6% | -0.4% | -49.2% | -50.7% |
| 3Y | -59.0% | -71.7% | +12.8% | -57.6% |
| 5Y | -61.8% | -79.1% | +17.3% | -60.6% |
| 10Y | +61.4% | +1,898.4% | -1,836.9% | +26.5% |
| All | +174.6% | +847.1% | -672.5% | +115.1% |
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