-77.3%
ENPH vs EXEL
+180.6%
-257.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | -0.1% | -4.9% | +4.8% | +1.3% |
| 30D | -10.8% | +11.4% | -22.2% | -13.7% |
| 3M | -33.8% | +4.9% | -38.7% | -35.1% |
| 6M | -16.1% | +34.4% | -50.5% | -24.2% |
| YTD | +13.4% | +28.0% | -14.6% | +3.6% |
| 1Y | -2.6% | +43.6% | -46.2% | -14.8% |
| 3Y | -70.3% | +155.2% | -225.5% | -79.8% |
| All | -77.3% | +180.6% | -257.9% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling