+594.1%
XYZ vs ENPH
+2,318.8%
-1,724.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | -2.2% | -10.3% | +8.1% | +0.4% |
| 30D | +11.6% | -10.1% | +21.7% | +13.7% |
| 3M | +8.4% | -33.1% | +41.5% | +18.4% |
| 6M | +17.2% | -24.8% | +42.0% | +19.8% |
| YTD | +31.7% | -11.7% | +43.4% | +24.4% |
| 1Y | +30.1% | -8.2% | +38.3% | +21.4% |
| 3Y | +66.4% | -63.7% | +130.2% | +73.9% |
| 5Y | -62.2% | -88.7% | +26.5% | -47.4% |
| All | +594.1% | +2,318.8% | -1,724.7% | +300.2% |
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 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