-64.0%
ENPH vs ELF
+24.7%
-88.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -10.3% | +4.3% | -14.6% | -11.0% |
| 30D | -10.1% | +7.7% | -17.9% | -11.5% |
| 3M | -33.1% | +24.7% | -57.8% | -36.2% |
| 6M | -24.8% | +114.6% | -139.5% | -35.9% |
| YTD | -11.7% | +55.8% | -67.5% | -20.8% |
| 1Y | -8.2% | +51.9% | -60.2% | -17.4% |
| All | -64.0% | +24.7% | -88.7% | -79.6% |
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