+5.6%
EMB vs ENPH
-1.9%
+7.5%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | 0.0% | -2.4% | +2.4% | 0.0% |
| 30D | -0.3% | -6.6% | +6.3% | -0.2% |
| 3M | -0.4% | -46.8% | +46.4% | +0.5% |
| 6M | +0.1% | -14.7% | +14.9% | +0.2% |
| YTD | +1.6% | +13.5% | -11.9% | +0.9% |
| 1Y | +5.6% | -0.4% | +6.0% | +5.3% |
| All | +5.6% | -1.9% | +7.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling