+338.5%
ECHO vs ENPH
+247.6%
+90.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.1% |
| 7D | +5.7% | -8.4% | +14.1% | +6.5% |
| 30D | +13.8% | -11.2% | +25.0% | +14.7% |
| 3M | +9.1% | -36.1% | +45.1% | +13.0% |
| 6M | -24.9% | -37.9% | +13.0% | -22.7% |
| YTD | -8.0% | -18.7% | +10.7% | -8.4% |
| 1Y | +42.9% | -9.8% | +52.7% | +41.1% |
| 3Y | +926.7% | -66.8% | +993.5% | +971.6% |
| 5Y | +230.4% | -89.6% | +320.0% | +266.8% |
| 10Y | +145.9% | +2,186.8% | -2,041.0% | +78.4% |
| All | +338.5% | +247.6% | +90.9% | +228.8% |
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