+714.2%
ENPH vs ESTC
+23.7%
+690.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.4% | -4.6% |
| 7D | +3.4% | -3.3% | +6.7% | +4.5% |
| 30D | -10.3% | +13.4% | -23.7% | -16.3% |
| 3M | -31.4% | +41.3% | -72.7% | -41.7% |
| 6M | -10.1% | +62.6% | -72.7% | -29.3% |
| YTD | +14.6% | +14.8% | -0.2% | +2.6% |
| 1Y | -3.2% | -5.1% | +1.8% | -7.7% |
| 3Y | -69.5% | +11.2% | -80.6% | -77.5% |
| 5Y | -77.2% | -47.0% | -30.3% | -77.9% |
| All | +714.2% | +23.7% | +690.5% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling