-69.8%
ENPH vs VSXY
+339.2%
-409.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.1% |
| 7D | +1.5% | -0.3% | +1.9% | +1.6% |
| 30D | -12.9% | -22.1% | +9.2% | -8.2% |
| 3M | -27.1% | -1.1% | -26.0% | -27.3% |
| 6M | -15.4% | +53.8% | -69.3% | -24.3% |
| YTD | +15.0% | +35.5% | -20.5% | +4.8% |
| 1Y | -0.7% | +186.0% | -186.7% | -21.6% |
| All | -69.8% | +339.2% | -409.0% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling