+142.8%
EFA vs ENPH
+1,908.3%
-1,765.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | -1.7% | -10.8% | +9.2% | -0.9% |
| 3M | +3.5% | -33.8% | +37.3% | +6.3% |
| 6M | +9.5% | -16.1% | +25.6% | +9.6% |
| YTD | +12.9% | +13.4% | -0.5% | +9.8% |
| 1Y | +18.2% | -2.6% | +20.8% | +15.9% |
| 3Y | +64.8% | -70.3% | +135.1% | +70.6% |
| 5Y | +53.9% | -77.0% | +130.9% | +58.5% |
| All | +142.8% | +1,908.3% | -1,765.5% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling