+2,186.8%
ENPH vs EXR
+216.3%
+1,970.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -8.4% | -0.4% | -8.0% | -8.2% |
| 30D | -11.2% | +18.2% | -29.4% | -18.2% |
| 3M | -36.1% | +7.3% | -43.4% | -38.2% |
| 6M | -37.9% | +13.8% | -51.8% | -42.3% |
| YTD | -18.7% | +25.9% | -44.6% | -28.4% |
| 1Y | -9.8% | +25.8% | -35.6% | -20.6% |
| 3Y | -66.8% | +53.7% | -120.5% | -73.0% |
| 5Y | -89.6% | -1.8% | -87.9% | -90.0% |
| All | +2,186.8% | +216.3% | +1,970.5% | +1,429.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling