-77.2%
ENPH vs EL
-68.4%
-8.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.6% | -4.1% |
| 7D | +3.4% | -2.4% | +5.7% | +4.5% |
| 30D | -10.3% | +13.7% | -23.9% | -15.9% |
| 3M | -31.4% | +14.5% | -45.9% | -35.9% |
| 6M | -10.1% | +7.4% | -17.5% | -14.6% |
| YTD | +14.6% | -4.7% | +19.3% | +14.3% |
| 1Y | -3.2% | +12.9% | -16.2% | -11.2% |
| 3Y | -69.5% | -32.2% | -37.2% | -66.0% |
| 5Y | -77.2% | -68.4% | -8.9% | -56.1% |
| All | -77.2% | -68.4% | -8.9% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling