+577.6%
XYZ vs ENPH
+1,455.1%
-877.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.1% |
| 7D | +14.9% | +4.1% | +10.8% | +13.8% |
| 30D | +14.7% | -11.4% | +26.0% | +17.0% |
| 3M | +12.1% | -30.5% | +42.6% | +20.6% |
| 6M | +18.3% | -20.2% | +38.5% | +19.2% |
| YTD | +36.1% | -9.3% | +45.3% | +28.6% |
| 1Y | +35.3% | -3.8% | +39.1% | +25.8% |
| 3Y | +73.5% | -61.5% | +135.0% | +79.1% |
| 5Y | -61.6% | -87.9% | +26.2% | -48.7% |
| 10Y | +638.0% | +2,519.8% | -1,881.8% | +309.1% |
| All | +577.6% | +1,455.1% | -877.5% | +298.1% |
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