+370.8%
EMR vs ENPH
+247.6%
+123.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | +2.8% | -8.4% | +11.3% | +3.6% |
| 30D | +3.7% | -11.2% | +14.8% | +4.5% |
| 3M | +2.0% | -36.1% | +38.1% | +5.6% |
| 6M | +22.1% | -37.9% | +60.0% | +25.6% |
| YTD | +27.2% | -18.7% | +45.9% | +26.8% |
| 1Y | +32.0% | -9.8% | +41.8% | +30.4% |
| 3Y | +103.3% | -66.8% | +170.1% | +110.5% |
| 5Y | +88.2% | -89.6% | +177.9% | +108.2% |
| 10Y | +280.4% | +2,186.8% | -1,906.4% | +174.1% |
| All | +370.8% | +247.6% | +123.2% | +254.4% |
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