+155.5%
ENB vs ENPH
+247.6%
-92.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.7% |
| 7D | +3.1% | -8.4% | +11.6% | +3.7% |
| 30D | +2.1% | -11.2% | +13.3% | +2.7% |
| 3M | -4.4% | -36.1% | +31.6% | -1.9% |
| 6M | -10.1% | -37.9% | +27.9% | -8.3% |
| YTD | +5.2% | -18.7% | +23.8% | +4.1% |
| 1Y | +4.2% | -9.8% | +14.1% | +2.3% |
| 3Y | +70.1% | -66.8% | +136.9% | +73.1% |
| 5Y | +59.4% | -89.6% | +149.0% | +72.5% |
| 10Y | +109.5% | +2,186.8% | -2,077.3% | +44.0% |
| All | +155.5% | +247.6% | -92.1% | +87.5% |
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 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