-76.2%
ENPH vs EXR
-10.8%
-65.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.8% | +6.8% |
| 7D | +9.3% | -0.7% | +9.9% | +9.8% |
| 30D | -7.3% | -6.9% | -0.3% | -2.7% |
| 3M | -31.7% | -3.0% | -28.7% | -31.3% |
| 6M | -3.5% | -2.9% | -0.5% | -3.2% |
| YTD | +21.2% | +9.3% | +11.9% | +11.6% |
| 1Y | +0.1% | -0.9% | +1.0% | -1.3% |
| 3Y | -67.7% | +24.7% | -92.4% | -73.0% |
| 5Y | -76.2% | -11.7% | -64.5% | -76.2% |
| All | -76.2% | -10.8% | -65.4% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling