-69.8%
ENPH vs EFX
-12.7%
-57.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.5% | -11.1% | +12.6% | +5.3% |
| 30D | -12.9% | -7.4% | -5.5% | -10.9% |
| 3M | -27.1% | +1.5% | -28.6% | -29.0% |
| 6M | -15.4% | -13.7% | -1.7% | -12.4% |
| YTD | +15.0% | -21.9% | +36.9% | +23.3% |
| 1Y | -0.7% | -30.8% | +30.1% | +13.2% |
| All | -69.8% | -12.7% | -57.1% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling