+456.9%
XLV vs ENPH
+384.7%
+72.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -1.8% | -10.8% | +9.0% | -1.3% |
| 3M | +7.8% | -33.8% | +41.6% | +9.7% |
| 6M | +9.1% | -16.1% | +25.2% | +9.0% |
| YTD | +7.7% | +13.4% | -5.7% | +5.4% |
| 1Y | +20.4% | -2.6% | +23.0% | +18.4% |
| 3Y | +30.8% | -70.3% | +101.0% | +33.5% |
| 5Y | +34.6% | -77.0% | +111.7% | +36.7% |
| 10Y | +173.4% | +1,919.4% | -1,746.1% | +118.5% |
| All | +456.9% | +384.7% | +72.2% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling