+1,919.4%
ENPH vs ED
+108.5%
+1,810.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | -10.8% | -0.4% | -10.4% | -10.8% |
| 3M | -33.8% | +0.5% | -34.3% | -34.1% |
| 6M | -16.1% | -3.1% | -13.0% | -16.0% |
| YTD | +13.4% | +9.8% | +3.6% | +10.6% |
| 1Y | -2.6% | +12.6% | -15.2% | -5.8% |
| 3Y | -70.3% | +31.4% | -101.7% | -72.4% |
| 5Y | -77.0% | +69.4% | -146.5% | -79.4% |
| All | +1,919.4% | +108.5% | +1,810.9% | +1,626.4% |
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