+27.1%
ECL vs ENPH
-77.4%
+104.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.6% | +1.5% | -4.2% | -2.8% |
| 30D | -4.6% | -12.9% | +8.3% | -3.6% |
| 3M | +6.0% | -27.1% | +33.1% | +8.2% |
| 6M | -3.0% | -15.4% | +12.5% | -3.1% |
| YTD | +4.0% | +15.0% | -11.0% | +0.3% |
| 1Y | +2.0% | -0.7% | +2.7% | -0.7% |
| 3Y | +53.9% | -69.3% | +123.3% | +59.6% |
| 5Y | +27.1% | -76.7% | +103.8% | +34.4% |
| All | +27.1% | -77.4% | +104.5% | +34.4% |
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 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