+2,249.1%
ENPH vs ED
+143.7%
+2,105.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -7.6% | -1.7% | -5.8% | -7.3% |
| 30D | -16.4% | +10.7% | -27.1% | -17.6% |
| 3M | -34.3% | +11.6% | -46.0% | -35.3% |
| 6M | -28.5% | +13.5% | -42.1% | -30.1% |
| YTD | -16.4% | +23.1% | -39.6% | -19.8% |
| 1Y | -12.8% | +23.1% | -35.9% | -16.4% |
| 3Y | -65.7% | +47.9% | -113.6% | -68.6% |
| 5Y | -89.4% | +83.9% | -173.2% | -90.5% |
| All | +2,249.1% | +143.7% | +2,105.4% | +2,022.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling