+2,519.8%
ENPH vs BURL
+261.4%
+2,258.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +0.6% |
| 7D | +4.1% | +7.7% | -3.6% | +1.4% |
| 30D | -11.4% | -7.1% | -4.2% | -9.0% |
| 3M | -30.5% | -30.3% | -0.2% | -21.5% |
| 6M | -20.2% | -15.5% | -4.7% | -16.0% |
| YTD | -9.3% | -11.0% | +1.7% | -6.6% |
| 1Y | -3.8% | -8.4% | +4.7% | -2.8% |
| 3Y | -61.5% | +96.7% | -158.2% | -72.2% |
| 5Y | -87.9% | -14.1% | -73.8% | -88.7% |
| 10Y | +2,519.8% | +255.1% | +2,264.8% | +1,463.3% |
| All | +2,519.8% | +261.4% | +2,258.4% | +1,463.3% |
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