+1,919.4%
ENPH vs XPO
+1,516.3%
+403.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.1% | -5.7% | +5.6% | +2.3% |
| 30D | -10.8% | -12.8% | +2.0% | -6.0% |
| 3M | -33.8% | -20.0% | -13.9% | -28.0% |
| 6M | -16.1% | -6.0% | -10.1% | -14.6% |
| YTD | +13.4% | +34.0% | -20.6% | +0.2% |
| 1Y | -2.6% | +35.6% | -38.1% | -15.2% |
| 3Y | -70.3% | +152.3% | -222.5% | -81.6% |
| 5Y | -77.0% | +264.4% | -341.4% | -88.6% |
| All | +1,919.4% | +1,516.3% | +403.1% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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