+2,367.9%
ENPH vs BURL
+247.8%
+2,120.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -4.5% |
| 7D | -9.1% | +5.9% | -15.0% | -10.9% |
| 30D | -15.8% | -8.3% | -7.4% | -13.0% |
| 3M | -32.5% | -31.6% | -0.8% | -23.0% |
| 6M | -24.2% | -16.6% | -7.6% | -19.8% |
| YTD | -13.8% | -12.1% | -1.7% | -10.8% |
| 1Y | -15.8% | -10.0% | -5.9% | -14.4% |
| 3Y | -64.6% | +94.3% | -158.8% | -74.3% |
| 5Y | -88.1% | -13.2% | -74.8% | -88.9% |
| 10Y | +2,367.9% | +252.5% | +2,115.3% | +1,373.6% |
| All | +2,367.9% | +247.8% | +2,120.0% | +1,373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling