-88.8%
ENPH vs ELF
+279.9%
-368.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -10.3% | +4.3% | -14.6% | -11.2% |
| 30D | -10.1% | +7.7% | -17.9% | -11.8% |
| 3M | -33.1% | +24.7% | -57.8% | -36.9% |
| 6M | -24.8% | +114.6% | -139.5% | -38.1% |
| YTD | -11.7% | +55.8% | -67.5% | -22.7% |
| 1Y | -8.2% | +51.9% | -60.2% | -19.3% |
| 3Y | -63.7% | +24.6% | -88.3% | -72.3% |
| All | -88.8% | +279.9% | -368.7% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling