+2,186.8%
ENPH vs BURL
+232.1%
+1,954.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.4% |
| 7D | -8.4% | -1.6% | -6.8% | -7.9% |
| 30D | -11.2% | -7.7% | -3.4% | -8.5% |
| 3M | -36.1% | -31.7% | -4.4% | -27.1% |
| 6M | -37.9% | -15.2% | -22.8% | -34.6% |
| YTD | -18.7% | -15.9% | -2.7% | -14.5% |
| 1Y | -9.8% | -14.2% | +4.4% | -6.6% |
| 3Y | -66.8% | +93.5% | -160.3% | -75.9% |
| 5Y | -89.6% | -9.9% | -79.7% | -90.5% |
| All | +2,186.8% | +232.1% | +1,954.7% | +1,288.5% |
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