+160.8%
EXC vs ENPH
+1,928.7%
-1,767.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.9% | -0.3% |
| 7D | +0.3% | +3.4% | -3.0% | +0.2% |
| 30D | -0.9% | -10.3% | +9.4% | -0.4% |
| 3M | -2.7% | -31.4% | +28.7% | -1.3% |
| 6M | -9.4% | -10.1% | +0.8% | -9.9% |
| YTD | +3.0% | +14.6% | -11.5% | +0.6% |
| 1Y | +5.1% | -3.2% | +8.4% | +3.3% |
| 3Y | +20.6% | -69.5% | +90.1% | +23.0% |
| 5Y | +45.7% | -77.2% | +123.0% | +48.1% |
| 10Y | +160.8% | +1,940.0% | -1,779.2% | +136.2% |
| All | +160.8% | +1,928.7% | -1,767.9% | +136.2% |
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