+429.4%
ECL vs ENPH
+384.9%
+44.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.6% | -2.4% | -0.2% | -2.4% |
| 30D | -2.2% | -6.6% | +4.5% | -1.8% |
| 3M | +10.1% | -46.8% | +56.9% | +14.4% |
| 6M | -5.7% | -14.7% | +9.0% | -5.8% |
| YTD | +7.0% | +13.5% | -6.5% | +4.1% |
| 1Y | +2.7% | -0.4% | +3.1% | +0.5% |
| 3Y | +57.7% | -71.7% | +129.5% | +63.2% |
| 5Y | +31.1% | -79.1% | +110.2% | +35.5% |
| 10Y | +150.9% | +1,898.4% | -1,747.5% | +94.2% |
| All | +429.4% | +384.9% | +44.5% | +313.3% |
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