-87.9%
ENPH vs EXR
-0.5%
-87.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.7% |
| 7D | +4.1% | +2.7% | +1.4% | +2.3% |
| 30D | -11.4% | +18.9% | -30.3% | -21.2% |
| 3M | -30.5% | +8.4% | -38.9% | -34.2% |
| 6M | -20.2% | +14.3% | -34.5% | -28.2% |
| YTD | -9.3% | +27.2% | -36.5% | -24.7% |
| 1Y | -3.8% | +25.9% | -29.7% | -19.8% |
| 3Y | -61.5% | +54.6% | -116.2% | -72.3% |
| 5Y | -87.9% | -0.6% | -87.3% | -89.0% |
| All | -87.9% | -0.5% | -87.4% | -89.0% |
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