-88.7%
ENPH vs ESI
+44.9%
-133.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | 0.0% |
| 7D | -10.3% | +1.8% | -12.1% | -11.3% |
| 30D | -10.1% | -6.6% | -3.5% | -7.1% |
| 3M | -33.1% | -9.4% | -23.7% | -30.1% |
| 6M | -24.8% | -24.1% | -0.7% | -12.1% |
| YTD | -11.7% | +37.1% | -48.8% | -30.5% |
| 1Y | -8.2% | +24.5% | -32.8% | -23.4% |
| 3Y | -63.7% | +83.2% | -146.9% | -78.0% |
| 5Y | -88.7% | +44.0% | -132.7% | -91.7% |
| All | -88.7% | +44.9% | -133.6% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling