+2,186.8%
ENPH vs EXEL
+320.7%
+1,866.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.3% |
| 7D | -8.4% | -0.8% | -7.6% | -8.2% |
| 30D | -11.2% | +13.1% | -24.3% | -14.1% |
| 3M | -36.1% | +36.3% | -72.4% | -41.5% |
| 6M | -37.9% | +34.5% | -72.5% | -43.4% |
| YTD | -18.7% | +57.4% | -76.1% | -29.5% |
| 1Y | -9.8% | +62.9% | -72.8% | -22.7% |
| 3Y | -66.8% | +229.5% | -296.3% | -77.8% |
| 5Y | -89.6% | +281.2% | -370.9% | -93.4% |
| All | +2,186.8% | +320.7% | +1,866.1% | +1,274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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