+180.9%
EXC vs ENPH
+287.7%
-106.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | 0.0% |
| 7D | -1.7% | +4.1% | -5.8% | -1.9% |
| 30D | +9.3% | -11.4% | +20.7% | +9.6% |
| 3M | +1.0% | -30.5% | +31.6% | +2.2% |
| 6M | +5.9% | -20.2% | +26.2% | +6.0% |
| YTD | +7.6% | -9.3% | +16.9% | +6.3% |
| 1Y | +2.4% | -3.8% | +6.2% | +0.8% |
| 3Y | +30.2% | -61.5% | +91.8% | +30.5% |
| 5Y | +41.4% | -87.9% | +129.2% | +47.0% |
| 10Y | +183.8% | +2,519.8% | -2,336.1% | +144.9% |
| All | +180.9% | +287.7% | -106.8% | +142.9% |
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