-9.8%
ENPH vs ED
+24.8%
-34.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -1.7% |
| 7D | -8.4% | +2.1% | -10.5% | -7.0% |
| 30D | -11.2% | +10.4% | -21.6% | -4.2% |
| 3M | -36.1% | +12.5% | -48.6% | -29.8% |
| 6M | -37.9% | +14.9% | -52.8% | -29.6% |
| YTD | -18.7% | +24.8% | -43.5% | -2.3% |
| 1Y | -9.8% | +23.8% | -33.7% | +8.4% |
| All | -9.8% | +24.8% | -34.6% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling