+395.5%
ENPH vs XYL
+360.5%
+35.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.8% |
| 7D | -2.4% | -5.0% | +2.7% | +1.7% |
| 30D | -6.6% | -13.2% | +6.6% | +4.5% |
| 3M | -46.8% | -3.7% | -43.1% | -45.8% |
| 6M | -14.7% | -17.7% | +2.9% | -1.4% |
| YTD | +13.5% | -21.5% | +35.0% | +35.1% |
| 1Y | -0.4% | -24.5% | +24.1% | +21.9% |
| 3Y | -71.7% | +6.9% | -78.7% | -74.3% |
| 5Y | -79.1% | -18.1% | -61.0% | -76.8% |
| 10Y | +1,898.4% | +134.7% | +1,763.6% | +782.8% |
| All | +395.5% | +360.5% | +35.0% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling