+307.4%
EWY vs ENPH
+417.7%
-110.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | -0.1% |
| 7D | +8.0% | +9.3% | -1.2% | +7.1% |
| 30D | +14.3% | -7.3% | +21.6% | +15.1% |
| 3M | +2.3% | -31.7% | +34.0% | +5.9% |
| 6M | +49.9% | -3.5% | +53.3% | +50.0% |
| YTD | +95.3% | +21.2% | +74.2% | +90.4% |
| 1Y | +161.7% | +0.1% | +161.7% | +158.2% |
| 3Y | +230.2% | -67.7% | +297.9% | +244.8% |
| 5Y | +148.1% | -76.2% | +224.4% | +158.3% |
| 10Y | +293.2% | +2,057.2% | -1,764.1% | +189.9% |
| All | +307.4% | +417.7% | -110.3% | +202.7% |
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 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