+18.0%
EIX vs ENPH
+1,908.3%
-1,890.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -1.4% | -0.1% | -1.3% | -1.3% |
| 30D | -19.3% | -10.8% | -8.5% | -18.8% |
| 3M | -21.7% | -33.8% | +12.2% | -20.0% |
| 6M | -19.8% | -16.1% | -3.7% | -19.9% |
| YTD | -3.0% | +13.4% | -16.5% | -5.5% |
| 1Y | +5.1% | -2.6% | +7.7% | +3.1% |
| 3Y | -7.0% | -70.3% | +63.3% | -4.5% |
| 5Y | +22.0% | -77.0% | +99.1% | +24.6% |
| All | +18.0% | +1,908.3% | -1,890.3% | +4.5% |
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