-79.5%
ENPH vs ROIV
+292.3%
-371.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.2% | -5.2% |
| 7D | -9.1% | +14.3% | -23.4% | -11.2% |
| 30D | -15.8% | +16.2% | -32.0% | -18.1% |
| 3M | -32.5% | +15.1% | -47.6% | -34.4% |
| 6M | -24.2% | +44.2% | -68.4% | -29.0% |
| YTD | -13.8% | +89.8% | -103.6% | -23.0% |
| 1Y | -15.8% | +94.6% | -110.4% | -25.2% |
| 3Y | -64.6% | +367.5% | -432.1% | -72.3% |
| 5Y | -88.1% | +421.4% | -509.5% | -92.0% |
| All | -79.5% | +292.3% | -371.8% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling