+2,723.0%
VRT vs SEDG
-38.9%
+2,762.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.2% |
| 7D | +9.1% | +8.9% | +0.2% | +7.6% |
| 30D | +0.9% | +0.9% | 0.0% | +0.5% |
| 3M | -13.4% | -53.2% | +39.9% | -3.7% |
| 6M | +11.7% | -9.9% | +21.5% | +9.9% |
| YTD | +73.2% | +18.5% | +54.7% | +62.4% |
| 1Y | +123.4% | +0.1% | +123.3% | +112.3% |
| 3Y | +606.2% | -78.9% | +685.0% | +693.2% |
| 5Y | +899.9% | -88.0% | +987.9% | +1,101.0% |
| All | +2,723.0% | -38.9% | +2,762.0% | +2,501.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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