-37.9%
ENPH vs EFX
+15.1%
-53.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | -8.4% | -0.8% | -7.7% | -8.5% |
| 30D | -11.2% | +25.1% | -36.3% | -9.0% |
| 3M | -36.1% | +1.7% | -37.7% | -38.0% |
| 6M | -37.9% | +18.4% | -56.3% | -34.2% |
| All | -37.9% | +15.1% | -53.1% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling