+1,947.8%
ENPH vs EXEL
+386.3%
+1,561.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +1.5% | -2.9% | +4.4% | +2.2% |
| 30D | -12.9% | +11.9% | -24.7% | -15.4% |
| 3M | -27.1% | +9.2% | -36.3% | -29.0% |
| 6M | -15.4% | +39.1% | -54.5% | -22.9% |
| YTD | +15.0% | +31.0% | -16.0% | +6.0% |
| 1Y | -0.7% | +52.3% | -53.0% | -12.3% |
| 3Y | -69.3% | +159.7% | -229.1% | -77.1% |
| 5Y | -76.7% | +187.7% | -264.4% | -83.2% |
| All | +1,947.8% | +386.3% | +1,561.5% | +1,464.8% |
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