+2,249.1%
ENPH vs EL
+60.4%
+2,188.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.5% |
| 7D | -7.6% | +2.7% | -10.2% | -8.8% |
| 30D | -16.4% | +10.8% | -27.2% | -21.0% |
| 3M | -34.3% | +26.5% | -60.8% | -42.7% |
| 6M | -28.5% | +31.1% | -59.7% | -39.4% |
| YTD | -16.4% | +6.6% | -23.1% | -22.2% |
| 1Y | -12.8% | +21.8% | -34.6% | -24.3% |
| 3Y | -65.7% | +1.8% | -67.4% | -70.1% |
| 5Y | -89.4% | -65.6% | -23.8% | -82.1% |
| All | +2,249.1% | +60.4% | +2,188.7% | +1,351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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