+2,354.3%
ENPH vs BURL
+252.7%
+2,101.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | +11.0% | +4.1% | +6.9% | +9.5% |
| 30D | -15.0% | -9.5% | -5.5% | -11.9% |
| 3M | -28.2% | -33.5% | +5.3% | -17.4% |
| 6M | -20.5% | -22.1% | +1.6% | -13.8% |
| YTD | -11.2% | -14.6% | +3.4% | -7.2% |
| 1Y | -8.7% | -8.4% | -0.3% | -7.8% |
| 3Y | -63.6% | +86.6% | -150.1% | -73.2% |
| 5Y | -88.0% | -17.2% | -70.9% | -88.7% |
| All | +2,354.3% | +252.7% | +2,101.6% | +1,377.6% |
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