+330.9%
EMR vs ENPH
+384.9%
-54.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -1.5% | -2.4% | +0.8% | -1.3% |
| 30D | -5.6% | -6.6% | +1.0% | -5.1% |
| 3M | +7.9% | -46.8% | +54.8% | +13.4% |
| 6M | +6.0% | -14.7% | +20.8% | +6.2% |
| YTD | +16.4% | +13.5% | +3.0% | +13.2% |
| 1Y | +16.6% | -0.4% | +17.0% | +14.1% |
| 3Y | +62.9% | -71.7% | +134.6% | +70.8% |
| 5Y | +60.1% | -79.1% | +139.2% | +67.3% |
| 10Y | +268.7% | +1,898.4% | -1,629.6% | +165.5% |
| All | +330.9% | +384.9% | -54.0% | +216.4% |
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