+2,107.2%
ENPH vs ELF
+299.0%
+1,808.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.4% |
| 7D | +1.5% | -10.8% | +12.4% | +4.1% |
| 30D | -12.9% | +0.8% | -13.7% | -13.2% |
| 3M | -27.1% | +64.8% | -91.9% | -35.6% |
| 6M | -15.4% | +19.0% | -34.4% | -19.9% |
| YTD | +15.0% | +25.9% | -10.9% | +6.7% |
| 1Y | -0.7% | -28.8% | +28.1% | +2.6% |
| 3Y | -69.3% | -29.6% | -39.7% | -71.1% |
| 5Y | -76.7% | +216.2% | -293.0% | -86.0% |
| All | +2,107.2% | +299.0% | +1,808.2% | +1,011.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling