-64.0%
ENPH vs ESI
+84.3%
-148.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +0.2% |
| 7D | -10.3% | +1.8% | -12.1% | -11.2% |
| 30D | -10.1% | -6.6% | -3.5% | -7.3% |
| 3M | -33.1% | -9.4% | -23.7% | -30.3% |
| 6M | -24.8% | -24.1% | -0.7% | -13.1% |
| YTD | -11.7% | +37.1% | -48.8% | -28.6% |
| 1Y | -8.2% | +24.5% | -32.8% | -21.7% |
| All | -64.0% | +84.3% | -148.3% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling