+152.4%
EXPE vs ENPH
+1,928.7%
-1,776.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.1% |
| 7D | -11.5% | +3.4% | -14.9% | -11.9% |
| 30D | -13.1% | -10.3% | -2.8% | -12.2% |
| 3M | +18.1% | -31.4% | +49.5% | +22.3% |
| 6M | +13.3% | -10.1% | +23.4% | +11.8% |
| YTD | -3.2% | +14.6% | -17.8% | -8.5% |
| 1Y | +26.1% | -3.2% | +29.4% | +21.3% |
| 3Y | +151.7% | -69.5% | +221.2% | +163.2% |
| 5Y | +88.3% | -77.2% | +165.6% | +98.3% |
| All | +152.4% | +1,928.7% | -1,776.3% | +98.1% |
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