-0.7%
ENPH vs EXEL
+50.0%
-50.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +1.5% | -2.9% | +4.4% | +1.8% |
| 30D | -12.9% | +11.9% | -24.7% | -14.0% |
| 3M | -27.1% | +9.2% | -36.3% | -28.1% |
| 6M | -15.4% | +39.1% | -54.5% | -19.9% |
| YTD | +15.0% | +31.0% | -16.0% | +9.5% |
| 1Y | -0.7% | +52.3% | -53.0% | -7.8% |
| All | -0.7% | +50.0% | -50.7% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling