+737.1%
EXPE vs ENPH
+268.5%
+468.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | -1.6% |
| 7D | -11.2% | -9.1% | -2.1% | -10.2% |
| 30D | -7.5% | -15.8% | +8.3% | -6.0% |
| 3M | -19.1% | -32.5% | +13.4% | -16.1% |
| 6M | +10.7% | -24.2% | +34.9% | +11.7% |
| YTD | -9.9% | -13.8% | +3.8% | -11.8% |
| 1Y | -4.6% | -15.8% | +11.2% | -6.5% |
| 3Y | +116.8% | -64.6% | +181.3% | +121.6% |
| 5Y | +38.6% | -88.1% | +126.6% | +54.9% |
| 10Y | +115.9% | +2,367.9% | -2,252.0% | +44.8% |
| All | +737.1% | +268.5% | +468.5% | +479.0% |
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