-76.7%
ENPH vs XHB
+30.4%
-107.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +2.7% |
| 7D | +1.5% | -5.2% | +6.8% | +6.8% |
| 30D | -12.9% | -12.1% | -0.7% | -1.1% |
| 3M | -27.1% | -6.2% | -20.9% | -22.6% |
| 6M | -15.4% | -6.7% | -8.7% | -10.0% |
| YTD | +15.0% | -5.5% | +20.5% | +21.0% |
| 1Y | -0.7% | -15.6% | +14.9% | +16.8% |
| 3Y | -69.3% | +22.0% | -91.3% | -75.1% |
| 5Y | -76.7% | +31.8% | -108.5% | -81.2% |
| All | -76.7% | +30.4% | -107.1% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling