+287.9%
ENPH vs EXPD
+379.0%
-91.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -0.2% |
| 7D | +11.0% | -7.2% | +18.2% | +16.8% |
| 30D | -15.0% | -3.3% | -11.7% | -12.9% |
| 3M | -28.2% | +3.4% | -31.6% | -30.1% |
| 6M | -20.5% | +22.7% | -43.2% | -31.4% |
| YTD | -11.2% | +24.5% | -35.7% | -25.0% |
| 1Y | -8.7% | +38.6% | -47.3% | -28.3% |
| 3Y | -63.6% | +71.5% | -135.1% | -75.7% |
| 5Y | -88.0% | +56.2% | -144.3% | -91.6% |
| 10Y | +2,333.3% | +310.5% | +2,022.9% | +736.8% |
| All | +287.9% | +379.0% | -91.1% | +9.9% |
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 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