-68.2%
ENPH vs ESI
+83.5%
-151.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.4% |
| 7D | +9.3% | +5.4% | +3.9% | +5.9% |
| 30D | -7.3% | -4.2% | -3.1% | -5.1% |
| 3M | -31.7% | -9.6% | -22.1% | -27.7% |
| 6M | -3.5% | +18.3% | -21.8% | -13.9% |
| YTD | +21.2% | +45.8% | -24.7% | -4.9% |
| 1Y | +0.1% | +39.2% | -39.1% | -19.6% |
| All | -68.2% | +83.5% | -151.8% | -83.2% |
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 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