+119.0%
EEM vs ENPH
+417.7%
-298.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -0.4% |
| 7D | +3.1% | +9.3% | -6.2% | +2.3% |
| 30D | +4.9% | -7.3% | +12.1% | +5.4% |
| 3M | +5.2% | -31.7% | +37.0% | +8.2% |
| 6M | +20.7% | -3.5% | +24.2% | +19.9% |
| YTD | +26.5% | +21.2% | +5.3% | +22.5% |
| 1Y | +37.8% | +0.1% | +37.8% | +35.0% |
| 3Y | +91.0% | -67.7% | +158.7% | +97.6% |
| 5Y | +47.0% | -76.2% | +123.3% | +51.4% |
| 10Y | +125.6% | +2,057.2% | -1,931.6% | +62.1% |
| All | +119.0% | +417.7% | -298.7% | +59.9% |
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