+478.6%
ECL vs ENPH
+257.1%
+221.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.8% |
| 7D | -0.5% | -7.6% | +7.1% | +0.1% |
| 30D | +6.6% | -16.4% | +23.0% | +7.6% |
| 3M | +9.6% | -34.3% | +43.9% | +12.4% |
| 6M | +21.6% | -28.5% | +50.1% | +22.8% |
| YTD | +16.9% | -16.4% | +33.3% | +15.8% |
| 1Y | +17.9% | -12.8% | +30.7% | +16.4% |
| 3Y | +76.5% | -65.7% | +142.1% | +79.8% |
| 5Y | +36.6% | -89.4% | +126.0% | +47.5% |
| 10Y | +193.2% | +2,249.1% | -2,056.0% | +126.6% |
| All | +478.6% | +257.1% | +221.5% | +359.8% |
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 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