+641.6%
EW vs ENPH
+384.9%
+256.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -0.3% | -2.4% | +2.0% | -0.2% |
| 30D | +1.0% | -6.6% | +7.7% | +1.5% |
| 3M | +2.8% | -46.8% | +49.6% | +6.9% |
| 6M | +5.5% | -14.7% | +20.2% | +5.4% |
| YTD | +5.5% | +13.5% | -8.0% | +2.4% |
| 1Y | +11.0% | -0.4% | +11.5% | +8.3% |
| 3Y | +17.7% | -71.7% | +89.4% | +21.9% |
| 5Y | -25.7% | -79.1% | +53.3% | -23.1% |
| 10Y | +132.8% | +1,898.4% | -1,765.6% | +75.5% |
| All | +641.6% | +384.9% | +256.7% | +471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling