-51.1%
VXX vs ENPH
+8.1%
-59.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.7% | -13.4% | -8.9% |
| 7D | -4.1% | +26.3% | -30.4% | +0.7% |
| 30D | -0.8% | -5.7% | +4.9% | -1.4% |
| 3M | -19.8% | -24.5% | +4.7% | -23.6% |
| 6M | -40.5% | -3.0% | -37.5% | -38.6% |
| YTD | -35.5% | -1.6% | -34.0% | -29.5% |
| 1Y | -51.1% | +8.8% | -59.9% | -42.2% |
| All | -51.1% | +8.1% | -59.2% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 1y: compounded portfolio wealth divided by compounded ENPH 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…
1y analysis · Full analysis span regression · 6 months rolling