-9.8%
ENPH vs ESI
+21.7%
-31.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.9% |
| 3M | -36.1% | -15.0% | -21.1% | -30.6% |
| 6M | -37.9% | -24.9% | -13.0% | -27.9% |
| YTD | -18.7% | +33.2% | -51.9% | -34.6% |
| 1Y | -9.8% | +24.9% | -34.8% | -24.6% |
| All | -9.8% | +21.7% | -31.5% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling