+255.2%
ENPH vs EAT
+801.0%
-545.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -8.4% | -4.0% | -4.4% | -7.3% |
| 30D | -11.2% | -2.9% | -8.3% | -11.4% |
| 3M | -36.1% | -16.9% | -19.2% | -33.6% |
| 6M | -37.9% | +57.0% | -94.9% | -47.8% |
| YTD | -18.7% | +38.2% | -56.8% | -30.3% |
| 1Y | -9.8% | +69.3% | -79.1% | -28.0% |
| 3Y | -66.8% | +483.0% | -549.8% | -84.0% |
| 5Y | -89.6% | +364.1% | -453.8% | -95.0% |
| 10Y | +2,186.8% | +320.8% | +1,866.0% | +815.6% |
| All | +255.2% | +801.0% | -545.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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