+429.0%
ENPH vs EFV
+212.9%
+216.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.7% |
| 7D | +9.3% | +1.0% | +8.3% | +7.7% |
| 30D | -7.3% | +0.2% | -7.4% | -7.5% |
| 3M | -31.7% | +9.6% | -41.3% | -39.6% |
| 6M | -3.5% | +14.0% | -17.5% | -18.6% |
| YTD | +21.2% | +18.5% | +2.7% | -2.6% |
| 1Y | +0.1% | +27.9% | -27.8% | -27.2% |
| 3Y | -67.7% | +92.4% | -160.1% | -86.1% |
| 5Y | -76.2% | +97.2% | -173.4% | -90.1% |
| 10Y | +2,057.2% | +163.0% | +1,894.2% | +490.3% |
| All | +429.0% | +212.9% | +216.1% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling