+1,919.4%
ENPH vs EME
+1,362.1%
+557.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -3.3% |
| 7D | -0.1% | +3.5% | -3.6% | -1.6% |
| 30D | -10.8% | -6.3% | -4.5% | -8.4% |
| 3M | -33.8% | -3.8% | -30.1% | -33.0% |
| 6M | -16.1% | +8.5% | -24.6% | -18.8% |
| YTD | +13.4% | +27.8% | -14.4% | +1.5% |
| 1Y | -2.6% | +22.2% | -24.8% | -12.2% |
| 3Y | -70.3% | +253.5% | -323.7% | -85.4% |
| 5Y | -77.0% | +578.6% | -655.7% | -92.3% |
| All | +1,919.4% | +1,362.1% | +557.3% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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