+2,186.8%
ENPH vs ESI
+318.1%
+1,868.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.3% |
| 7D | -8.4% | +5.5% | -13.9% | -11.0% |
| 30D | -11.2% | -7.8% | -3.4% | -8.0% |
| 3M | -36.1% | -15.0% | -21.1% | -31.2% |
| 6M | -37.9% | -24.9% | -13.0% | -28.3% |
| YTD | -18.7% | +33.2% | -51.9% | -32.0% |
| 1Y | -9.8% | +24.9% | -34.8% | -22.1% |
| 3Y | -66.8% | +77.8% | -144.6% | -76.8% |
| 5Y | -89.6% | +37.1% | -126.8% | -91.8% |
| All | +2,186.8% | +318.1% | +1,868.8% | +701.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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