+146.3%
EIX vs ENPH
+277.3%
-131.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | -2.5% | -10.3% | +7.8% | -2.1% |
| 30D | +7.7% | -10.1% | +17.8% | +8.0% |
| 3M | -12.9% | -33.1% | +20.2% | -11.5% |
| 6M | -12.7% | -24.8% | +12.2% | -12.3% |
| YTD | +5.5% | -11.7% | +17.2% | +4.6% |
| 1Y | +9.4% | -8.2% | +17.6% | +8.2% |
| 3Y | +9.7% | -63.7% | +73.4% | +10.9% |
| 5Y | +16.9% | -88.7% | +105.6% | +21.8% |
| 10Y | +34.3% | +2,382.5% | -2,348.2% | +24.6% |
| All | +146.3% | +277.3% | -131.0% | +125.8% |
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