+246.5%
ENPH vs BURL
+987.9%
-741.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.2% | -7.2% |
| 7D | +12.0% | +3.5% | +8.6% | +10.8% |
| 30D | -14.6% | -9.3% | -5.3% | -11.8% |
| 3M | -25.6% | -32.1% | +6.5% | -16.0% |
| 6M | -19.6% | -19.8% | +0.2% | -14.2% |
| YTD | -9.6% | -13.2% | +3.6% | -6.3% |
| 1Y | -10.0% | -7.8% | -2.2% | -9.3% |
| 3Y | -64.2% | +89.3% | -153.5% | -72.8% |
| 5Y | -87.8% | -15.8% | -72.0% | -88.5% |
| 10Y | +2,376.1% | +262.2% | +2,113.9% | +1,438.6% |
| All | +246.5% | +987.9% | -741.4% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling