-66.8%
ENPH vs EFX
+4.8%
-71.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -8.4% | -0.8% | -7.7% | -8.2% |
| 30D | -11.2% | +25.1% | -36.3% | -17.1% |
| 3M | -36.1% | +1.7% | -37.7% | -36.7% |
| 6M | -37.9% | +18.4% | -56.3% | -42.8% |
| YTD | -18.7% | -12.5% | -6.1% | -16.1% |
| 1Y | -9.8% | -8.1% | -1.7% | -9.4% |
| 3Y | -66.8% | +4.8% | -71.6% | -83.0% |
| All | -66.8% | +4.8% | -71.7% | -83.0% |
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