+1,919.4%
ENPH vs VFC
-69.1%
+1,988.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.7% | -2.9% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | -10.8% | -9.0% | -1.9% | -7.9% |
| 3M | -33.8% | -24.2% | -9.7% | -27.8% |
| 6M | -16.1% | -18.5% | +2.4% | -11.6% |
| YTD | +13.4% | -25.9% | +39.3% | +23.4% |
| 1Y | -2.6% | -13.0% | +10.4% | -1.3% |
| 3Y | -70.3% | -20.3% | -49.9% | -73.1% |
| 5Y | -77.0% | -78.1% | +1.1% | -63.0% |
| All | +1,919.4% | -69.1% | +1,988.5% | +2,658.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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