+17.1%
EW vs ENPH
-68.2%
+85.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.8% | -10.3% | -3.7% |
| 7D | -4.4% | +9.3% | -13.7% | -4.7% |
| 30D | -3.3% | -7.3% | +3.9% | -3.2% |
| 3M | +1.0% | -31.7% | +32.7% | +1.9% |
| 6M | +6.2% | -3.5% | +9.7% | +5.7% |
| YTD | +1.7% | +21.2% | -19.4% | +0.4% |
| 1Y | +8.1% | +0.1% | +8.1% | +7.2% |
| 3Y | +17.1% | -67.7% | +84.8% | +16.6% |
| All | +17.1% | -68.2% | +85.3% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling