+251.0%
ECHO vs ENPH
-77.5%
+328.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.5% |
| 7D | +5.3% | +3.4% | +2.0% | +4.9% |
| 30D | +2.4% | -10.3% | +12.7% | +3.8% |
| 3M | -21.8% | -31.4% | +9.6% | -18.3% |
| 6M | -16.9% | -10.1% | -6.8% | -17.4% |
| YTD | -16.0% | +14.6% | -30.6% | -20.2% |
| 1Y | +9.3% | -3.2% | +12.5% | +5.7% |
| 3Y | +406.2% | -69.5% | +475.7% | +447.6% |
| 5Y | +251.0% | -77.2% | +328.2% | +297.0% |
| All | +251.0% | -77.5% | +328.5% | +297.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling