-24.8%
ENPH vs ED
+13.3%
-38.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.3% |
| 7D | -10.3% | -0.9% | -9.4% | -10.8% |
| 30D | -10.1% | +11.2% | -21.3% | +0.7% |
| 3M | -33.1% | +11.8% | -44.9% | -24.7% |
| 6M | -24.8% | +14.1% | -38.9% | -8.2% |
| All | -24.8% | +13.3% | -38.1% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling