+1,919.4%
ENPH vs XYL
+150.5%
+1,769.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | -0.1% | +1.2% | -1.3% | -0.9% |
| 30D | -10.8% | -11.9% | +1.1% | -1.6% |
| 3M | -33.8% | -1.5% | -32.3% | -33.7% |
| 6M | -16.1% | -11.9% | -4.2% | -8.3% |
| YTD | +13.4% | -20.6% | +34.0% | +33.2% |
| 1Y | -2.6% | -23.5% | +20.9% | +17.5% |
| 3Y | -70.3% | +14.9% | -85.1% | -74.3% |
| 5Y | -77.0% | -15.3% | -61.7% | -75.4% |
| All | +1,919.4% | +150.5% | +1,769.0% | +807.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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