+1,919.4%
ENPH vs EVRG
+113.9%
+1,805.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -10.8% | -1.2% | -9.6% | -10.4% |
| 3M | -33.8% | -0.6% | -33.2% | -33.9% |
| 6M | -16.1% | +2.4% | -18.6% | -17.6% |
| YTD | +13.4% | +15.5% | -2.0% | +5.5% |
| 1Y | -2.6% | +16.8% | -19.4% | -10.0% |
| 3Y | -70.3% | +75.0% | -145.3% | -77.2% |
| 5Y | -77.0% | +49.3% | -126.4% | -81.2% |
| All | +1,919.4% | +113.9% | +1,805.5% | +1,295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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