+45.0%
EEM vs ENPH
-77.1%
+122.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.4% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +2.1% | -10.8% | +12.9% | +3.2% |
| 3M | +1.0% | -33.8% | +34.9% | +5.0% |
| 6M | +15.9% | -16.1% | +32.0% | +16.7% |
| YTD | +24.6% | +13.4% | +11.2% | +20.8% |
| 1Y | +32.3% | -2.6% | +34.9% | +29.6% |
| 3Y | +85.9% | -70.3% | +156.2% | +96.7% |
| All | +45.0% | -77.1% | +122.1% | +49.4% |
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