+1,947.8%
ENPH vs EL
+25.3%
+1,922.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.6% |
| 7D | +1.5% | -4.4% | +5.9% | +3.8% |
| 30D | -12.9% | +10.3% | -23.1% | -17.7% |
| 3M | -27.1% | +13.4% | -40.5% | -32.2% |
| 6M | -15.4% | +3.1% | -18.5% | -18.5% |
| YTD | +15.0% | -6.9% | +21.9% | +15.9% |
| 1Y | -0.7% | +11.9% | -12.6% | -9.8% |
| 3Y | -69.3% | -33.8% | -35.5% | -65.9% |
| 5Y | -76.7% | -69.0% | -7.7% | -59.3% |
| All | +1,947.8% | +25.3% | +1,922.5% | +1,664.5% |
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