+43.4%
XRT vs ENPH
-68.2%
+111.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.8% | -8.9% | -2.9% |
| 7D | -0.3% | +9.3% | -9.5% | -1.3% |
| 30D | -5.6% | -7.3% | +1.6% | -5.0% |
| 3M | +2.5% | -31.7% | +34.3% | +6.4% |
| 6M | +3.7% | -3.5% | +7.1% | +1.8% |
| YTD | +1.0% | +21.2% | -20.2% | -5.0% |
| 1Y | -1.2% | +0.1% | -1.3% | -5.1% |
| 3Y | +43.4% | -67.7% | +111.1% | +51.8% |
| All | +43.4% | -68.2% | +111.6% | +51.8% |
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