-65.9%
ENPH vs EXPD
+76.1%
-142.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -5.9% | -5.7% |
| 7D | -7.6% | +3.6% | -11.2% | -9.6% |
| 30D | -16.4% | +0.3% | -16.7% | -16.3% |
| 3M | -34.3% | +6.1% | -40.4% | -36.7% |
| 6M | -28.5% | +27.4% | -55.9% | -39.2% |
| YTD | -16.4% | +32.0% | -48.4% | -31.3% |
| 1Y | -12.8% | +40.5% | -53.3% | -31.3% |
| All | -65.9% | +76.1% | -142.0% | -81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling