+395.5%
ENPH vs EXEL
+1,009.2%
-613.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.4% | +8.4% | -10.7% | -4.0% |
| 30D | -6.6% | +4.1% | -10.7% | -7.6% |
| 3M | -46.8% | +12.4% | -59.2% | -48.3% |
| 6M | -14.7% | +41.5% | -56.3% | -21.2% |
| YTD | +13.5% | +34.6% | -21.2% | +5.7% |
| 1Y | -0.4% | +57.9% | -58.3% | -10.5% |
| 3Y | -71.7% | +159.5% | -231.2% | -77.5% |
| 5Y | -79.1% | +198.5% | -277.6% | -84.0% |
| 10Y | +1,898.4% | +411.4% | +1,487.0% | +1,224.3% |
| All | +395.5% | +1,009.2% | -613.7% | +123.6% |
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