+1,919.4%
ENPH vs VCLT
+17.1%
+1,902.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.1% | -1.4% | +1.3% | +1.5% |
| 30D | -10.8% | -1.2% | -9.7% | -9.5% |
| 3M | -33.8% | -4.8% | -29.1% | -29.8% |
| 6M | -16.1% | -2.6% | -13.6% | -12.8% |
| YTD | +13.4% | -3.3% | +16.8% | +18.6% |
| 1Y | -2.6% | -4.8% | +2.2% | +3.7% |
| 3Y | -70.3% | +11.5% | -81.8% | -73.1% |
| 5Y | -77.0% | -17.0% | -60.1% | -71.1% |
| All | +1,919.4% | +17.1% | +1,902.4% | +1,822.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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