-3.2%
ENPH vs EXR
-2.8%
-0.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.4% |
| 7D | +3.4% | -3.1% | +6.5% | +4.7% |
| 30D | -10.3% | -7.5% | -2.7% | -7.4% |
| 3M | -31.4% | -7.5% | -23.9% | -29.8% |
| 6M | -10.1% | -5.2% | -4.9% | -9.7% |
| YTD | +14.6% | +6.5% | +8.1% | +4.6% |
| 1Y | -3.2% | -2.0% | -1.2% | -1.7% |
| All | -3.2% | -2.8% | -0.4% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling