+200.1%
EXC vs ENPH
+2,496.3%
-2,296.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | -1.4% | -10.3% | +8.9% | -0.9% |
| 30D | +8.3% | -10.1% | +18.4% | +8.6% |
| 3M | +2.6% | -33.1% | +35.7% | +4.2% |
| 6M | +5.2% | -24.8% | +30.0% | +5.4% |
| YTD | +7.5% | -11.7% | +19.2% | +5.9% |
| 1Y | +3.2% | -8.2% | +11.4% | +1.3% |
| 3Y | +29.5% | -63.7% | +93.3% | +30.1% |
| 5Y | +39.7% | -88.7% | +128.4% | +47.7% |
| 10Y | +200.1% | +2,382.5% | -2,182.4% | +175.2% |
| All | +200.1% | +2,496.3% | -2,296.3% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 10y: compounded portfolio wealth divided by compounded ENPH 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…
10y analysis · Full analysis span regression · 6 months rolling