-77.2%
ENPH vs ESI
+74.4%
-151.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.7% |
| 7D | +3.4% | +3.9% | -0.5% | +1.0% |
| 30D | -10.3% | -3.8% | -6.5% | -8.3% |
| 3M | -31.4% | -13.1% | -18.2% | -25.5% |
| 6M | -10.1% | +11.3% | -21.5% | -16.9% |
| YTD | +14.6% | +44.1% | -29.5% | -9.6% |
| 1Y | -3.2% | +40.3% | -43.5% | -22.8% |
| 3Y | -69.5% | +84.1% | -153.5% | -80.3% |
| 5Y | -77.2% | +75.8% | -153.0% | -84.0% |
| All | -77.2% | +74.4% | -151.7% | -84.0% |
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