+533.2%
XYZ vs ENPH
+1,844.9%
-1,311.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.0% | -2.4% | +1.4% | -0.4% |
| 30D | -1.7% | -6.6% | +4.9% | -0.3% |
| 3M | +16.7% | -46.8% | +63.6% | +32.8% |
| 6M | +26.9% | -14.7% | +41.6% | +26.1% |
| YTD | +27.1% | +13.5% | +13.7% | +15.3% |
| 1Y | +9.3% | -0.4% | +9.7% | +1.4% |
| 3Y | +42.3% | -71.7% | +114.0% | +60.4% |
| 5Y | -69.3% | -79.1% | +9.8% | -63.5% |
| 10Y | +586.8% | +1,898.4% | -1,311.5% | +281.1% |
| All | +533.2% | +1,844.9% | -1,311.7% | +256.8% |
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 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