+285.6%
ENPH vs ED
+251.5%
+34.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -10.3% | -0.9% | -9.4% | -10.2% |
| 30D | -10.1% | +11.2% | -21.3% | -11.4% |
| 3M | -33.1% | +11.8% | -44.9% | -34.1% |
| 6M | -24.8% | +14.1% | -38.9% | -26.5% |
| YTD | -11.7% | +23.0% | -34.7% | -15.1% |
| 1Y | -8.2% | +23.7% | -31.9% | -11.9% |
| 3Y | -63.7% | +47.7% | -111.4% | -66.6% |
| 5Y | -88.7% | +82.6% | -171.3% | -89.9% |
| 10Y | +2,382.5% | +141.8% | +2,240.7% | +1,985.8% |
| All | +285.6% | +251.5% | +34.0% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling