-75.9%
ENPH vs VFC
-78.2%
+2.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.9% | +8.6% | +7.3% |
| 7D | +9.3% | +0.8% | +8.4% | +8.9% |
| 30D | -7.3% | -11.9% | +4.7% | -3.7% |
| 3M | -31.7% | -20.2% | -11.6% | -27.5% |
| 6M | -3.5% | -23.0% | +19.5% | +2.8% |
| YTD | +21.2% | -26.2% | +47.4% | +30.6% |
| 1Y | +0.1% | -13.3% | +13.4% | +1.6% |
| 3Y | -67.7% | -25.5% | -42.2% | -69.5% |
| All | -75.9% | -78.2% | +2.3% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling