-64.0%
ENPH vs VFC
+49.7%
-113.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -10.3% | -1.4% | -8.9% | -9.9% |
| 30D | -10.1% | +30.7% | -40.8% | -16.4% |
| 3M | -33.1% | +40.6% | -73.7% | -39.2% |
| 6M | -24.8% | +16.5% | -41.3% | -28.7% |
| YTD | -11.7% | +16.2% | -27.9% | -16.6% |
| 1Y | -8.2% | +42.4% | -50.7% | -18.3% |
| All | -64.0% | +49.7% | -113.6% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling