-89.4%
ENPH vs EXEL
+289.1%
-378.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.0% |
| 7D | -7.6% | +1.6% | -9.2% | -8.0% |
| 30D | -16.4% | +17.4% | -33.7% | -20.2% |
| 3M | -34.3% | +38.6% | -72.9% | -40.5% |
| 6M | -28.5% | +41.2% | -69.8% | -36.1% |
| YTD | -16.4% | +59.3% | -75.8% | -28.8% |
| 1Y | -12.8% | +60.2% | -73.0% | -25.9% |
| 3Y | -65.7% | +232.6% | -298.2% | -79.4% |
| 5Y | -89.4% | +285.9% | -375.2% | -94.2% |
| All | -89.4% | +289.1% | -378.4% | -94.2% |
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