+660.5%
EWT vs ENPH
+389.6%
+270.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.6% |
| 7D | +2.1% | +3.4% | -1.2% | +1.8% |
| 30D | +9.4% | -10.3% | +19.6% | +10.2% |
| 3M | +10.9% | -31.4% | +42.3% | +13.9% |
| 6M | +57.9% | -10.1% | +68.1% | +58.0% |
| YTD | +75.9% | +14.6% | +61.3% | +71.7% |
| 1Y | +89.7% | -3.2% | +92.9% | +86.9% |
| 3Y | +200.9% | -69.5% | +270.3% | +212.6% |
| 5Y | +154.5% | -77.2% | +231.7% | +163.4% |
| 10Y | +520.8% | +1,940.0% | -1,419.2% | +371.9% |
| All | +660.5% | +389.6% | +270.9% | +493.6% |
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