+395.5%
ENPH vs EL
+99.3%
+296.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -1.5% |
| 7D | -2.4% | +0.8% | -3.2% | -2.8% |
| 30D | -6.6% | +19.8% | -26.5% | -16.0% |
| 3M | -46.8% | +25.7% | -72.5% | -53.6% |
| 6M | -14.7% | +5.4% | -20.2% | -19.0% |
| YTD | +13.5% | +0.2% | +13.3% | +9.7% |
| 1Y | -0.4% | +20.4% | -20.9% | -13.8% |
| 3Y | -71.7% | -32.1% | -39.6% | -68.8% |
| 5Y | -79.1% | -67.2% | -11.9% | -63.6% |
| 10Y | +1,898.4% | +31.7% | +1,866.6% | +1,165.5% |
| All | +395.5% | +99.3% | +296.2% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling