+264.9%
ENPH vs EL
+112.0%
+152.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.5% |
| 7D | -7.6% | +2.7% | -10.2% | -8.9% |
| 30D | -16.4% | +10.8% | -27.2% | -21.3% |
| 3M | -34.3% | +26.5% | -60.8% | -43.2% |
| 6M | -28.5% | +31.1% | -59.7% | -40.0% |
| YTD | -16.4% | +6.6% | -23.1% | -22.6% |
| 1Y | -12.8% | +21.8% | -34.6% | -25.1% |
| 3Y | -65.7% | +1.8% | -67.4% | -70.6% |
| 5Y | -89.4% | -65.6% | -23.8% | -82.0% |
| 10Y | +2,249.1% | +60.3% | +2,188.8% | +1,196.2% |
| All | +264.9% | +112.0% | +152.8% | +41.2% |
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