+255.2%
ENPH vs EL
+114.4%
+140.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.3% |
| 7D | -8.4% | +1.5% | -10.0% | -9.2% |
| 30D | -11.2% | +10.0% | -21.2% | -16.0% |
| 3M | -36.1% | +28.4% | -64.5% | -45.2% |
| 6M | -37.9% | +37.1% | -75.0% | -49.0% |
| YTD | -18.7% | +7.8% | -26.5% | -25.2% |
| 1Y | -9.8% | +26.0% | -35.9% | -24.1% |
| 3Y | -66.8% | +3.8% | -70.6% | -71.9% |
| 5Y | -89.6% | -65.2% | -24.5% | -82.6% |
| 10Y | +2,186.8% | +62.1% | +2,124.7% | +1,154.0% |
| All | +255.2% | +114.4% | +140.8% | +36.6% |
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