-69.8%
ENPH vs XPO
+151.2%
-221.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | -12.9% | -10.4% | -2.5% | -10.0% |
| 3M | -27.1% | -15.7% | -11.4% | -23.3% |
| 6M | -15.4% | -6.3% | -9.1% | -14.0% |
| YTD | +15.0% | +34.2% | -19.2% | +6.6% |
| 1Y | -0.7% | +39.9% | -40.6% | -9.4% |
| All | -69.8% | +151.2% | -221.0% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling