-2.6%
ENPH vs VSXY
+184.3%
-186.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.3% |
| 7D | -0.1% | +0.1% | -0.2% | 0.0% |
| 30D | -10.8% | -18.7% | +7.8% | -5.9% |
| 3M | -33.8% | -4.0% | -29.9% | -33.7% |
| 6M | -16.1% | +67.5% | -83.6% | -29.0% |
| YTD | +13.4% | +39.7% | -26.2% | -1.3% |
| 1Y | -2.6% | +180.0% | -182.6% | -24.7% |
| All | -2.6% | +184.3% | -186.9% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling