+395.5%
ENPH vs EXPD
+389.8%
+5.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -2.4% | -1.1% | -1.2% | -1.6% |
| 30D | -6.6% | +4.1% | -10.7% | -9.3% |
| 3M | -46.8% | +17.9% | -64.7% | -52.7% |
| 6M | -14.7% | +29.2% | -44.0% | -29.0% |
| YTD | +13.5% | +27.4% | -13.9% | -5.5% |
| 1Y | -0.4% | +56.8% | -57.2% | -28.7% |
| 3Y | -71.7% | +68.0% | -139.8% | -80.9% |
| 5Y | -79.1% | +61.9% | -141.0% | -85.8% |
| 10Y | +1,898.4% | +316.0% | +1,582.3% | +581.8% |
| All | +395.5% | +389.8% | +5.7% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling