+1,898.4%
ENPH vs BURL
+217.6%
+1,680.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.8% |
| 7D | -2.4% | -2.8% | +0.4% | -1.4% |
| 30D | -6.6% | -28.2% | +21.5% | +4.7% |
| 3M | -46.8% | -17.6% | -29.2% | -43.4% |
| 6M | -14.7% | -11.8% | -3.0% | -11.4% |
| YTD | +13.5% | -8.1% | +21.6% | +15.9% |
| 1Y | -0.4% | -12.0% | +11.5% | +1.8% |
| 3Y | -71.7% | +63.3% | -135.0% | -78.0% |
| 5Y | -79.1% | -10.8% | -68.3% | -80.7% |
| All | +1,898.4% | +217.6% | +1,680.7% | +1,074.7% |
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