+188.4%
ECHO vs ENPH
+1,936.5%
-1,748.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | +4.4% | -12.9% | +17.3% | +5.7% |
| 3M | -20.3% | -27.1% | +6.8% | -18.0% |
| 6M | -15.3% | -15.4% | +0.1% | -15.1% |
| YTD | -15.5% | +15.0% | -30.5% | -18.5% |
| 1Y | +15.0% | -0.7% | +15.7% | +12.1% |
| 3Y | +409.1% | -69.3% | +478.5% | +437.0% |
| 5Y | +260.6% | -76.7% | +337.3% | +278.6% |
| All | +188.4% | +1,936.5% | -1,748.1% | +126.9% |
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