+2,057.2%
ENPH vs EXPD
+308.0%
+1,749.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.3% | +7.8% |
| 7D | +9.3% | -0.9% | +10.2% | +9.8% |
| 30D | -7.3% | +4.1% | -11.3% | -9.9% |
| 3M | -31.7% | +13.8% | -45.5% | -37.7% |
| 6M | -3.5% | +27.3% | -30.8% | -18.7% |
| YTD | +21.2% | +25.4% | -4.3% | +2.1% |
| 1Y | +0.1% | +54.4% | -54.3% | -27.4% |
| 3Y | -67.7% | +67.9% | -135.6% | -78.1% |
| 5Y | -76.2% | +59.2% | -135.4% | -83.6% |
| 10Y | +2,057.2% | +308.6% | +1,748.7% | +690.9% |
| All | +2,057.2% | +308.0% | +1,749.2% | +690.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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