-67.7%
ENPH vs ED
+35.1%
-102.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.8% |
| 7D | +9.3% | +0.5% | +8.7% | +9.3% |
| 30D | -7.3% | +1.1% | -8.4% | -7.2% |
| 3M | -31.7% | +4.6% | -36.4% | -32.2% |
| 6M | -3.5% | -2.0% | -1.5% | -3.3% |
| YTD | +21.2% | +11.7% | +9.5% | +17.4% |
| 1Y | +0.1% | +15.7% | -15.7% | -4.7% |
| 3Y | -67.7% | +34.4% | -102.1% | -75.3% |
| All | -67.7% | +35.1% | -102.8% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling