-49.9%
VXX vs ENPH
-1.9%
-48.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.5% | -2.4% | -1.1% | -3.9% |
| 30D | -13.6% | -6.6% | -7.0% | -14.6% |
| 3M | -24.6% | -46.8% | +22.2% | -32.2% |
| 6M | -39.9% | -14.7% | -25.1% | -39.6% |
| YTD | -33.1% | +13.5% | -46.5% | -27.0% |
| 1Y | -49.9% | -0.4% | -49.5% | -44.9% |
| All | -49.9% | -1.9% | -48.0% | -44.9% |
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