+34.2%
ECHO vs ENPH
+8.1%
+26.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.7% | -7.0% | -3.7% |
| 7D | +4.6% | +26.3% | -21.7% | +1.7% |
| 30D | +0.4% | -5.7% | +6.1% | +0.8% |
| 3M | +7.7% | -24.5% | +32.1% | +10.8% |
| 6M | -18.0% | -3.0% | -15.0% | -18.4% |
| YTD | -9.3% | -1.6% | -7.7% | -11.6% |
| 1Y | +34.2% | +8.8% | +25.5% | +29.1% |
| All | +34.2% | +8.1% | +26.1% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling