-77.3%
ENPH vs VSXY
+22.6%
-99.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -10.8% | -18.7% | +7.8% | -6.8% |
| 3M | -33.8% | -4.0% | -29.9% | -33.7% |
| 6M | -16.1% | +67.5% | -83.6% | -26.7% |
| YTD | +13.4% | +39.7% | -26.2% | +2.3% |
| 1Y | -2.6% | +180.0% | -182.6% | -24.7% |
| 3Y | -70.3% | +337.3% | -407.5% | -80.9% |
| All | -77.3% | +22.6% | -99.9% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling