-12.1%
ENPH vs RVMD
+622.3%
-634.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.1% | -3.0% | +2.9% | +0.9% |
| 30D | -10.8% | -0.7% | -10.1% | -10.8% |
| 3M | -33.8% | +36.5% | -70.4% | -40.4% |
| 6M | -16.1% | +104.6% | -120.7% | -36.6% |
| YTD | +13.4% | +155.8% | -142.4% | -23.0% |
| 1Y | -2.6% | +340.7% | -343.3% | -46.4% |
| 3Y | -70.3% | +519.9% | -590.2% | -87.1% |
| 5Y | -77.0% | +584.9% | -662.0% | -91.7% |
| All | -12.1% | +622.3% | -634.4% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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