-78.3%
VXX vs ENPH
-70.3%
-8.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.6% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | -7.1% | -10.8% | +3.7% | -9.4% |
| 3M | -28.6% | -33.8% | +5.2% | -34.5% |
| 6M | -44.0% | -16.1% | -27.9% | -43.6% |
| YTD | -31.7% | +13.4% | -45.2% | -23.9% |
| 1Y | -46.3% | -2.6% | -43.7% | -41.4% |
| 3Y | -78.3% | -70.3% | -8.0% | -81.0% |
| All | -78.3% | -70.3% | -8.0% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling