+2,186.8%
ENPH vs VFC
-48.6%
+2,235.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.8% |
| 7D | -8.4% | +1.6% | -10.1% | -9.0% |
| 30D | -11.2% | +25.5% | -36.7% | -17.9% |
| 3M | -36.1% | +41.3% | -77.4% | -43.7% |
| 6M | -37.9% | +22.2% | -60.1% | -43.1% |
| YTD | -18.7% | +16.4% | -35.1% | -24.8% |
| 1Y | -9.8% | +38.4% | -48.2% | -22.0% |
| 3Y | -66.8% | +56.2% | -123.0% | -76.5% |
| 5Y | -89.6% | -68.2% | -21.5% | -85.2% |
| All | +2,186.8% | -48.6% | +2,235.5% | +2,538.7% |
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