+1,919.4%
ENPH vs EFV
+169.9%
+1,749.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.8% |
| 7D | -0.1% | -0.8% | +0.8% | +1.0% |
| 30D | -10.8% | +0.6% | -11.5% | -11.6% |
| 3M | -33.8% | +7.5% | -41.4% | -39.9% |
| 6M | -16.1% | +13.0% | -29.2% | -28.1% |
| YTD | +13.4% | +18.3% | -4.9% | -8.1% |
| 1Y | -2.6% | +26.7% | -29.3% | -27.6% |
| 3Y | -70.3% | +89.6% | -159.8% | -86.6% |
| 5Y | -77.0% | +98.2% | -175.2% | -90.2% |
| All | +1,919.4% | +169.9% | +1,749.6% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling