-99.0%
VXX vs ENPH
+1,690.6%
-1,789.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.7% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | -7.1% | -10.8% | +3.7% | -9.8% |
| 3M | -28.6% | -33.8% | +5.2% | -35.4% |
| 6M | -44.0% | -16.1% | -27.9% | -43.6% |
| YTD | -31.7% | +13.4% | -45.2% | -22.9% |
| 1Y | -46.3% | -2.6% | -43.7% | -40.8% |
| 3Y | -78.3% | -70.3% | -8.0% | -79.9% |
| 5Y | -95.8% | -77.0% | -18.8% | -95.7% |
| All | -99.0% | +1,690.6% | -1,789.6% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling