+429.0%
ENPH vs EFX
+356.6%
+72.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.1% | +9.8% | +8.5% |
| 7D | +9.3% | -7.8% | +17.1% | +14.2% |
| 30D | -7.3% | -5.7% | -1.5% | -4.6% |
| 3M | -31.7% | +2.5% | -34.3% | -35.0% |
| 6M | -3.5% | -16.7% | +13.2% | +2.1% |
| YTD | +21.2% | -20.2% | +41.3% | +29.4% |
| 1Y | +0.1% | -31.4% | +31.4% | +17.5% |
| 3Y | -67.7% | -10.5% | -57.2% | -69.8% |
| 5Y | -76.2% | -35.2% | -41.0% | -72.6% |
| 10Y | +2,057.2% | +40.2% | +2,017.1% | +1,310.4% |
| All | +429.0% | +356.6% | +72.4% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling