-67.7%
ENPH vs EL
-30.9%
-36.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.1% | +8.9% | +7.6% |
| 7D | +9.3% | +1.7% | +7.6% | +8.4% |
| 30D | -7.3% | +15.5% | -22.8% | -12.8% |
| 3M | -31.7% | +20.6% | -52.3% | -36.9% |
| 6M | -3.5% | +10.5% | -14.0% | -8.6% |
| YTD | +21.2% | -1.9% | +23.0% | +19.7% |
| 1Y | +0.1% | +16.1% | -16.0% | -7.3% |
| 3Y | -67.7% | -30.2% | -37.5% | -66.4% |
| All | -67.7% | -30.9% | -36.8% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling