-0.4%
ENPH vs ELF
-17.5%
+17.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | -2.4% | +5.4% | -7.7% | -3.6% |
| 30D | -6.6% | +27.0% | -33.6% | -11.9% |
| 3M | -46.8% | +113.2% | -160.0% | -55.9% |
| 6M | -14.7% | +36.6% | -51.3% | -22.3% |
| YTD | +13.5% | +44.2% | -30.7% | +1.4% |
| 1Y | -0.4% | -18.0% | +17.6% | -1.4% |
| All | -0.4% | -17.5% | +17.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling