+513.6%
EWT vs ENPH
+1,908.3%
-1,394.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | -1.1% | -0.1% | -1.1% | -1.2% |
| 30D | +4.5% | -10.8% | +15.3% | +5.4% |
| 3M | +8.3% | -33.8% | +42.1% | +11.9% |
| 6M | +54.2% | -16.1% | +70.4% | +55.3% |
| YTD | +74.6% | +13.4% | +61.2% | +70.1% |
| 1Y | +84.9% | -2.6% | +87.5% | +81.8% |
| 3Y | +197.5% | -70.3% | +267.8% | +211.2% |
| 5Y | +150.6% | -77.0% | +227.6% | +160.4% |
| All | +513.6% | +1,908.3% | -1,394.7% | +426.7% |
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