+124.0%
EW vs ENPH
+1,936.5%
-1,812.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -3.4% | +1.5% | -4.9% | -3.5% |
| 30D | -7.4% | -12.9% | +5.5% | -6.4% |
| 3M | +0.9% | -27.1% | +28.0% | +3.0% |
| 6M | +1.2% | -15.4% | +16.6% | +1.0% |
| YTD | +1.8% | +15.0% | -13.2% | -1.9% |
| 1Y | +10.8% | -0.7% | +11.5% | +7.6% |
| 3Y | +17.1% | -69.3% | +86.5% | +21.2% |
| 5Y | -28.2% | -76.7% | +48.5% | -25.9% |
| All | +124.0% | +1,936.5% | -1,812.5% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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