-76.2%
ENPH vs REPL
-53.9%
-22.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.6% | +6.8% |
| 7D | +9.3% | -5.7% | +15.0% | +9.5% |
| 30D | -7.3% | +22.5% | -29.7% | -8.3% |
| 3M | -31.7% | +64.7% | -96.4% | -34.8% |
| 6M | -3.5% | +83.0% | -86.5% | -13.0% |
| YTD | +21.2% | +52.0% | -30.8% | +10.1% |
| 1Y | +0.1% | +144.5% | -144.5% | -14.5% |
| 3Y | -67.7% | -25.1% | -42.6% | -72.9% |
| 5Y | -76.2% | -52.9% | -23.4% | -78.7% |
| All | -76.2% | -53.9% | -22.3% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling