+443.2%
ENPH vs REPL
-9.7%
+452.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.3% | -5.3% |
| 7D | +3.4% | -9.6% | +13.0% | +4.2% |
| 30D | -10.3% | +5.7% | -16.0% | -10.9% |
| 3M | -31.4% | +56.4% | -87.8% | -36.8% |
| 6M | -10.1% | +67.4% | -77.6% | -25.0% |
| YTD | +14.6% | +48.7% | -34.1% | -3.8% |
| 1Y | -3.2% | +148.3% | -151.5% | -28.0% |
| 3Y | -69.5% | -26.7% | -42.8% | -79.6% |
| 5Y | -77.2% | -54.1% | -23.1% | -83.8% |
| All | +443.2% | -9.7% | +452.9% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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