-62.9%
ENPH vs BURL
+89.8%
-152.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.2% | -7.3% |
| 7D | +12.0% | +3.5% | +8.6% | +11.0% |
| 30D | -14.6% | -9.3% | -5.3% | -12.1% |
| 3M | -25.6% | -32.1% | +6.5% | -16.8% |
| 6M | -19.6% | -19.8% | +0.2% | -14.9% |
| YTD | -9.6% | -13.2% | +3.6% | -6.5% |
| 1Y | -10.0% | -7.8% | -2.2% | -9.2% |
| All | -62.9% | +89.8% | -152.7% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling