-1.7%
XRT vs ENPH
-88.0%
+86.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.4% |
| 7D | -1.4% | -10.3% | +8.9% | +0.1% |
| 30D | +9.8% | -10.1% | +19.9% | +11.0% |
| 3M | +3.3% | -33.1% | +36.4% | +9.0% |
| 6M | +13.6% | -24.8% | +38.4% | +15.0% |
| YTD | +9.1% | -11.7% | +20.8% | +4.6% |
| 1Y | +15.1% | -8.2% | +23.3% | +9.5% |
| 3Y | +59.9% | -63.7% | +123.7% | +65.0% |
| 5Y | -1.7% | -88.7% | +87.0% | +15.2% |
| All | -1.7% | -88.0% | +86.2% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling