+395.2%
ENPH vs BRO
+539.3%
-144.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -7.3% | +7.3% | +4.5% |
| 30D | -10.8% | -6.9% | -4.0% | -7.3% |
| 3M | -33.8% | +10.7% | -44.5% | -40.2% |
| 6M | -16.1% | -2.7% | -13.4% | -18.8% |
| YTD | +13.4% | -16.3% | +29.7% | +21.2% |
| 1Y | -2.6% | -29.1% | +26.5% | +16.4% |
| 3Y | -70.3% | -7.8% | -62.4% | -73.4% |
| 5Y | -77.0% | +18.7% | -95.8% | -84.0% |
| 10Y | +1,919.4% | +291.9% | +1,627.6% | +335.0% |
| All | +395.2% | +539.3% | -144.1% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling