+178.5%
EXE vs ENPH
-83.0%
+261.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.3% | -2.4% | +2.1% | -0.1% |
| 30D | +8.5% | -6.6% | +15.1% | +8.8% |
| 3M | +5.5% | -46.8% | +52.3% | +8.5% |
| 6M | -5.9% | -14.7% | +8.8% | -6.2% |
| YTD | -9.7% | +13.5% | -23.2% | -12.2% |
| 1Y | +3.6% | -0.4% | +4.0% | +1.2% |
| 3Y | +18.0% | -71.7% | +89.8% | +22.8% |
| 5Y | +109.4% | -79.1% | +188.5% | +120.4% |
| All | +178.5% | -83.0% | +261.5% | +195.2% |
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 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