+395.5%
ENPH vs ED
+216.4%
+179.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | -46.8% | +3.9% | -50.7% | -47.3% |
| 6M | -14.7% | -3.0% | -11.7% | -14.7% |
| YTD | +13.5% | +10.7% | +2.8% | +10.7% |
| 1Y | -0.4% | +13.3% | -13.8% | -3.5% |
| 3Y | -71.7% | +34.5% | -106.2% | -73.7% |
| 5Y | -79.1% | +67.1% | -146.2% | -81.1% |
| 10Y | +1,898.4% | +103.0% | +1,795.3% | +1,621.6% |
| All | +395.5% | +216.4% | +179.1% | +251.7% |
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