+296.2%
ENPH vs EXR
+846.4%
-550.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +4.1% | +2.7% | +1.4% | +2.7% |
| 30D | -11.4% | +18.9% | -30.3% | -19.0% |
| 3M | -30.5% | +8.4% | -38.9% | -33.3% |
| 6M | -20.2% | +14.3% | -34.5% | -26.3% |
| YTD | -9.3% | +27.2% | -36.5% | -20.9% |
| 1Y | -3.8% | +25.9% | -29.7% | -15.8% |
| 3Y | -61.5% | +54.6% | -116.2% | -69.2% |
| 5Y | -87.9% | -0.6% | -87.3% | -88.2% |
| 10Y | +2,519.8% | +208.5% | +2,311.3% | +1,325.9% |
| All | +296.2% | +846.4% | -550.2% | -47.8% |
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