+395.5%
ENPH vs XPO
+3,265.5%
-2,869.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -1.7% |
| 7D | -2.4% | +2.4% | -4.8% | -3.5% |
| 30D | -6.6% | -3.5% | -3.1% | -5.4% |
| 3M | -46.8% | -11.9% | -34.9% | -44.1% |
| 6M | -14.7% | -10.0% | -4.8% | -11.7% |
| YTD | +13.5% | +42.1% | -28.6% | -3.0% |
| 1Y | -0.4% | +47.6% | -48.0% | -17.2% |
| 3Y | -71.7% | +153.6% | -225.3% | -83.0% |
| 5Y | -79.1% | +266.5% | -345.6% | -90.0% |
| 10Y | +1,898.4% | +1,460.4% | +437.9% | +327.7% |
| All | +395.5% | +3,265.5% | -2,869.9% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling