+99.4%
XBI vs ENPH
-70.3%
+169.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -4.6% | -0.1% | -4.6% | -4.7% |
| 30D | -2.0% | -10.8% | +8.8% | -0.7% |
| 3M | +17.8% | -33.8% | +51.6% | +22.9% |
| 6M | +23.7% | -16.1% | +39.8% | +23.5% |
| YTD | +28.2% | +13.4% | +14.8% | +21.4% |
| 1Y | +64.0% | -2.6% | +66.6% | +57.6% |
| 3Y | +99.4% | -70.3% | +169.7% | +113.3% |
| All | +99.4% | -70.3% | +169.7% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling