+1,919.4%
ENPH vs ESI
+312.8%
+1,606.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.1% | -4.6% | +4.6% | +2.4% |
| 30D | -10.8% | -10.5% | -0.3% | -5.7% |
| 3M | -33.8% | -19.8% | -14.0% | -25.9% |
| 6M | -16.1% | +5.8% | -21.9% | -19.4% |
| YTD | +13.4% | +38.3% | -24.9% | -5.2% |
| 1Y | -2.6% | +31.5% | -34.1% | -16.7% |
| 3Y | -70.3% | +80.7% | -150.9% | -78.9% |
| 5Y | -77.0% | +69.4% | -146.5% | -83.4% |
| All | +1,919.4% | +312.8% | +1,606.7% | +865.8% |
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