+34.5%
QXO vs ENPH
+1,908.3%
-1,873.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.4% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | -18.1% | -10.8% | -7.3% | -16.6% |
| 3M | -25.8% | -33.8% | +8.1% | -20.9% |
| 6M | -41.7% | -16.1% | -25.6% | -41.2% |
| YTD | -36.2% | +13.4% | -49.6% | -39.6% |
| 1Y | -42.1% | -2.6% | -39.5% | -44.1% |
| 3Y | -46.2% | -70.3% | +24.1% | -39.1% |
| 5Y | -70.7% | -77.0% | +6.3% | -67.1% |
| All | +34.5% | +1,908.3% | -1,873.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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