-68.2%
ENPH vs ELF
-24.1%
-44.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.9% | +11.7% | +7.7% |
| 7D | +9.3% | -1.2% | +10.4% | +9.4% |
| 30D | -7.3% | +5.9% | -13.2% | -8.5% |
| 3M | -31.7% | +99.5% | -131.3% | -40.7% |
| 6M | -3.5% | +26.5% | -30.0% | -9.0% |
| YTD | +21.2% | +37.2% | -16.0% | +11.9% |
| 1Y | +0.1% | -24.4% | +24.5% | +0.7% |
| All | -68.2% | -24.1% | -44.1% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling