+1,947.8%
ENPH vs RVTY
+139.0%
+1,808.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.9% |
| 7D | +1.5% | -7.4% | +8.9% | +6.5% |
| 30D | -12.9% | +4.5% | -17.4% | -15.5% |
| 3M | -27.1% | +19.5% | -46.6% | -36.1% |
| 6M | -15.4% | +34.1% | -49.6% | -32.2% |
| YTD | +15.0% | +25.3% | -10.2% | -4.0% |
| 1Y | -0.7% | +47.0% | -47.7% | -26.1% |
| 3Y | -69.3% | +14.1% | -83.5% | -73.9% |
| 5Y | -76.7% | -34.6% | -42.1% | -71.7% |
| All | +1,947.8% | +139.0% | +1,808.8% | +755.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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