-76.8%
ENPH vs XPO
+261.5%
-338.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.4% | -4.3% |
| 7D | +3.4% | -0.9% | +4.3% | +3.7% |
| 30D | -10.3% | -8.1% | -2.2% | -7.5% |
| 3M | -31.4% | -19.0% | -12.3% | -25.9% |
| 6M | -10.1% | -5.2% | -4.9% | -8.9% |
| YTD | +14.6% | +35.6% | -21.0% | +1.8% |
| 1Y | -3.2% | +41.1% | -44.3% | -16.0% |
| 3Y | -69.5% | +157.9% | -227.4% | -81.2% |
| All | -76.8% | +261.5% | -338.3% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling