-77.3%
ENPH vs BRO
+17.6%
-94.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -7.3% | +7.3% | +2.0% |
| 30D | -10.8% | -6.9% | -4.0% | -9.2% |
| 3M | -33.8% | +10.7% | -44.5% | -37.4% |
| 6M | -16.1% | -2.7% | -13.4% | -16.8% |
| YTD | +13.4% | -16.3% | +29.7% | +19.9% |
| 1Y | -2.6% | -29.1% | +26.5% | +11.0% |
| 3Y | -70.3% | -7.8% | -62.4% | -73.3% |
| All | -77.3% | +17.6% | -94.9% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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