+170.5%
EXC vs ENPH
+417.7%
-247.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | +0.5% |
| 7D | +1.2% | +9.3% | -8.0% | +0.9% |
| 30D | -2.7% | -7.3% | +4.5% | -2.5% |
| 3M | -1.0% | -31.7% | +30.8% | +0.2% |
| 6M | -9.3% | -3.5% | -5.8% | -9.9% |
| YTD | +3.6% | +21.2% | -17.5% | +1.4% |
| 1Y | +5.9% | +0.1% | +5.9% | +4.3% |
| 3Y | +21.3% | -67.7% | +89.0% | +22.9% |
| 5Y | +46.2% | -76.2% | +122.4% | +47.9% |
| 10Y | +151.5% | +2,057.2% | -1,905.7% | +117.2% |
| All | +170.5% | +417.7% | -247.3% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling