+197.6%
ENPH vs ESI
+200.4%
-2.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.2% | -4.3% |
| 7D | -7.6% | +8.3% | -15.9% | -11.1% |
| 30D | -16.4% | -10.4% | -6.0% | -12.3% |
| 3M | -34.3% | -13.2% | -21.1% | -30.5% |
| 6M | -28.5% | -23.9% | -4.7% | -19.0% |
| YTD | -16.4% | +34.2% | -50.6% | -28.8% |
| 1Y | -12.8% | +22.2% | -35.0% | -22.4% |
| 3Y | -65.7% | +79.2% | -144.9% | -75.0% |
| 5Y | -89.4% | +38.1% | -127.5% | -91.3% |
| 10Y | +2,249.1% | +323.6% | +1,925.6% | +988.9% |
| All | +197.6% | +200.4% | -2.8% | +42.2% |
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 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