+1,919.4%
ENPH vs EFX
+42.6%
+1,876.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -0.1% | -4.5% | +4.5% | +2.3% |
| 30D | -10.8% | -6.1% | -4.8% | -8.3% |
| 3M | -33.8% | +6.2% | -40.0% | -37.8% |
| 6M | -16.1% | -11.2% | -4.9% | -14.6% |
| YTD | +13.4% | -21.4% | +34.8% | +21.8% |
| 1Y | -2.6% | -34.3% | +31.7% | +16.3% |
| 3Y | -70.3% | -12.5% | -57.7% | -71.4% |
| 5Y | -77.0% | -35.6% | -41.5% | -73.8% |
| All | +1,919.4% | +42.6% | +1,876.9% | +1,685.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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