+304.1%
ENPH vs ESI
+224.6%
+79.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -1.3% |
| 7D | -2.4% | +3.3% | -5.7% | -3.9% |
| 30D | -6.6% | -5.9% | -0.8% | -4.0% |
| 3M | -46.8% | -14.1% | -32.7% | -42.6% |
| 6M | -14.7% | +6.6% | -21.3% | -18.2% |
| YTD | +13.5% | +45.0% | -31.5% | -5.9% |
| 1Y | -0.4% | +41.5% | -41.9% | -16.6% |
| 3Y | -71.7% | +78.8% | -150.5% | -79.2% |
| 5Y | -79.1% | +70.9% | -150.0% | -84.5% |
| 10Y | +1,898.4% | +317.1% | +1,581.3% | +828.3% |
| All | +304.1% | +224.6% | +79.5% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling