+883.1%
EXPE vs ENPH
+384.9%
+498.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -9.5% | -2.4% | -7.2% | -9.3% |
| 30D | -6.6% | -6.6% | 0.0% | -6.1% |
| 3M | +31.4% | -46.8% | +78.2% | +39.0% |
| 6M | +35.2% | -14.7% | +49.9% | +34.5% |
| YTD | +5.8% | +13.5% | -7.7% | +0.9% |
| 1Y | +38.7% | -0.4% | +39.1% | +33.6% |
| 3Y | +175.8% | -71.7% | +247.5% | +189.8% |
| 5Y | +111.8% | -79.1% | +190.9% | +123.7% |
| 10Y | +179.7% | +1,898.4% | -1,718.6% | +88.8% |
| All | +883.1% | +384.9% | +498.2% | +563.0% |
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