+285.6%
ENPH vs EXR
+840.8%
-555.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -10.3% | -1.1% | -9.2% | -9.7% |
| 30D | -10.1% | +18.8% | -28.9% | -17.7% |
| 3M | -33.1% | +9.9% | -43.0% | -36.2% |
| 6M | -24.8% | +12.6% | -37.5% | -30.0% |
| YTD | -11.7% | +26.5% | -38.2% | -22.7% |
| 1Y | -8.2% | +24.5% | -32.7% | -19.1% |
| 3Y | -63.7% | +52.4% | -116.1% | -70.8% |
| 5Y | -88.7% | -1.5% | -87.2% | -89.0% |
| 10Y | +2,382.5% | +216.0% | +2,166.5% | +1,232.7% |
| All | +285.6% | +840.8% | -555.2% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling