-10.1%
ENPH vs VSXY
+67.0%
-77.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.3% |
| 7D | +3.4% | -10.7% | +14.1% | +6.8% |
| 30D | -10.3% | -24.3% | +14.0% | -2.3% |
| 3M | -31.4% | +1.0% | -32.4% | -32.5% |
| 6M | -10.1% | +57.4% | -67.5% | -28.0% |
| All | -10.1% | +67.0% | -77.2% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling