-88.1%
ENPH vs ED
+81.8%
-169.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.7% | -5.1% |
| 7D | -9.1% | +2.1% | -11.3% | -9.4% |
| 30D | -15.8% | +12.4% | -28.2% | -17.1% |
| 3M | -32.5% | +13.1% | -45.6% | -33.6% |
| 6M | -24.2% | +14.1% | -38.2% | -26.1% |
| YTD | -13.8% | +23.1% | -36.8% | -18.3% |
| 1Y | -15.8% | +25.4% | -41.3% | -20.9% |
| 3Y | -64.6% | +47.9% | -112.4% | -69.8% |
| 5Y | -88.1% | +81.9% | -169.9% | -88.6% |
| All | -88.1% | +81.8% | -169.8% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling