-76.7%
ENPH vs VCLT
-17.3%
-59.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +1.8% |
| 7D | +1.5% | -1.3% | +2.8% | +3.1% |
| 30D | -12.9% | -1.1% | -11.7% | -11.6% |
| 3M | -27.1% | -3.7% | -23.4% | -23.5% |
| 6M | -15.4% | -4.0% | -11.4% | -10.5% |
| YTD | +15.0% | -3.4% | +18.4% | +20.4% |
| 1Y | -0.7% | -4.1% | +3.4% | +5.0% |
| 3Y | -69.3% | +11.0% | -80.3% | -71.9% |
| 5Y | -76.7% | -17.0% | -59.7% | -69.2% |
| All | -76.7% | -17.3% | -59.4% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling