-61.5%
ENPH vs EXR
+53.9%
-115.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.7% |
| 7D | +4.1% | +2.7% | +1.4% | +2.1% |
| 30D | -11.4% | +18.9% | -30.3% | -22.0% |
| 3M | -30.5% | +8.4% | -38.9% | -34.5% |
| 6M | -20.2% | +14.3% | -34.5% | -29.0% |
| YTD | -9.3% | +27.2% | -36.5% | -26.7% |
| 1Y | -3.8% | +25.9% | -29.7% | -21.9% |
| 3Y | -61.5% | +54.6% | -116.2% | -78.2% |
| All | -61.5% | +53.9% | -115.4% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling