+293.8%
ECHO vs ENPH
+384.9%
-91.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.4% | -2.4% | +5.8% | +3.6% |
| 30D | +2.4% | -6.6% | +9.0% | +2.9% |
| 3M | -28.0% | -46.8% | +18.9% | -24.2% |
| 6M | -21.2% | -14.7% | -6.5% | -21.1% |
| YTD | -17.4% | +13.5% | -30.9% | -19.9% |
| 1Y | +33.6% | -0.4% | +34.0% | +30.5% |
| 3Y | +419.7% | -71.7% | +491.4% | +447.9% |
| 5Y | +241.7% | -79.1% | +320.8% | +259.0% |
| 10Y | +180.8% | +1,898.4% | -1,717.6% | +103.1% |
| All | +293.8% | +384.9% | -91.1% | +187.7% |
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