+21.0%
XYZ vs ENPH
-20.5%
+41.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.4% |
| 7D | +14.9% | +4.1% | +10.8% | +14.6% |
| 30D | +14.7% | -11.4% | +26.0% | +15.7% |
| 3M | +12.1% | -30.5% | +42.6% | +15.1% |
| All | +21.0% | -20.5% | +41.5% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling