+264.9%
ENPH vs EXEL
+1,212.8%
-947.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | -7.6% | +1.6% | -9.2% | -7.8% |
| 30D | -16.4% | +17.4% | -33.7% | -19.0% |
| 3M | -34.3% | +38.6% | -72.9% | -38.6% |
| 6M | -28.5% | +41.2% | -69.8% | -33.7% |
| YTD | -16.4% | +59.3% | -75.8% | -24.8% |
| 1Y | -12.8% | +60.2% | -73.0% | -21.6% |
| 3Y | -65.7% | +232.6% | -298.2% | -74.0% |
| 5Y | -89.4% | +285.9% | -375.2% | -92.2% |
| 10Y | +2,249.1% | +325.9% | +1,923.3% | +1,505.4% |
| All | +264.9% | +1,212.8% | -947.9% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling