-77.3%
ENPH vs RVMD
+576.1%
-653.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.1% | -3.0% | +2.9% | +0.7% |
| 30D | -10.8% | -0.7% | -10.1% | -10.8% |
| 3M | -33.8% | +36.5% | -70.4% | -39.1% |
| 6M | -16.1% | +104.6% | -120.7% | -32.7% |
| YTD | +13.4% | +155.8% | -142.4% | -16.7% |
| 1Y | -2.6% | +340.7% | -343.3% | -39.9% |
| 3Y | -70.3% | +519.9% | -590.2% | -85.0% |
| All | -77.3% | +576.1% | -653.4% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling