+527.5%
ENPH vs ESTC
+24.7%
+502.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -10.3% | -2.6% | -7.7% | -9.3% |
| 30D | -10.1% | -8.6% | -1.5% | -7.6% |
| 3M | -33.1% | +14.4% | -47.5% | -38.3% |
| 6M | -24.8% | +73.3% | -98.1% | -42.1% |
| YTD | -11.7% | +15.7% | -27.4% | -21.8% |
| 1Y | -8.2% | -7.6% | -0.7% | -11.5% |
| 3Y | -63.7% | +14.6% | -78.3% | -73.7% |
| 5Y | -88.7% | -50.0% | -38.7% | -88.7% |
| All | +527.5% | +24.7% | +502.8% | +243.0% |
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