-79.6%
ENPH vs VSXY
+37.7%
-117.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.7% |
| 7D | +3.4% | -10.7% | +14.1% | +5.7% |
| 30D | -10.3% | -24.3% | +14.0% | -4.9% |
| 3M | -31.4% | +1.0% | -32.4% | -31.9% |
| 6M | -10.1% | +57.4% | -67.5% | -20.2% |
| YTD | +14.6% | +39.8% | -25.2% | +3.6% |
| 1Y | -3.2% | +196.5% | -199.7% | -25.6% |
| 3Y | -69.5% | +357.2% | -426.7% | -80.3% |
| 5Y | -77.2% | +18.9% | -96.1% | -81.3% |
| All | -79.6% | +37.7% | -117.2% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling