+125.4%
EXPE vs ENPH
+2,496.3%
-2,370.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.1% |
| 7D | -17.8% | -10.3% | -7.5% | -16.6% |
| 30D | -3.2% | -10.1% | +6.9% | -2.2% |
| 3M | -19.0% | -33.1% | +14.1% | -15.5% |
| 6M | +17.7% | -24.8% | +42.6% | +18.9% |
| YTD | -7.8% | -11.7% | +3.9% | -10.5% |
| 1Y | -1.4% | -8.2% | +6.9% | -4.7% |
| 3Y | +121.9% | -63.7% | +185.6% | +126.0% |
| 5Y | +44.3% | -88.7% | +133.0% | +65.1% |
| 10Y | +125.4% | +2,382.5% | -2,257.0% | +75.9% |
| All | +125.4% | +2,496.3% | -2,370.9% | +75.9% |
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