+169.7%
EXE vs ENPH
-83.0%
+252.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -3.1% | -0.1% | -3.1% | -3.2% |
| 30D | -0.9% | -10.8% | +9.9% | -0.4% |
| 3M | +9.6% | -33.8% | +43.4% | +11.5% |
| 6M | -11.6% | -16.1% | +4.5% | -11.7% |
| YTD | -12.6% | +13.4% | -26.0% | -14.9% |
| 1Y | +1.2% | -2.6% | +3.8% | -0.9% |
| 3Y | +18.0% | -70.3% | +88.3% | +22.3% |
| 5Y | +101.1% | -77.0% | +178.1% | +110.2% |
| All | +169.7% | -83.0% | +252.7% | +185.9% |
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 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