-89.3%
ENPH vs XYL
-23.3%
-66.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.8% |
| 7D | -8.4% | -3.7% | -4.7% | -5.6% |
| 30D | -11.2% | -8.3% | -2.8% | -5.9% |
| 3M | -36.1% | -21.4% | -14.6% | -23.5% |
| 6M | -37.9% | -12.9% | -25.0% | -32.2% |
| YTD | -18.7% | -30.1% | +11.4% | +4.8% |
| 1Y | -9.8% | -35.2% | +25.3% | +23.8% |
| 3Y | -66.8% | -0.8% | -66.0% | -69.7% |
| All | -89.3% | -23.3% | -66.0% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling