+285.6%
ENPH vs VFC
-14.0%
+299.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -10.3% | -1.4% | -8.9% | -9.7% |
| 30D | -10.1% | +30.7% | -40.8% | -19.2% |
| 3M | -33.1% | +40.6% | -73.7% | -41.9% |
| 6M | -24.8% | +16.5% | -41.3% | -30.6% |
| YTD | -11.7% | +16.2% | -27.9% | -19.2% |
| 1Y | -8.2% | +42.4% | -50.7% | -23.2% |
| 3Y | -63.7% | +48.1% | -111.8% | -75.2% |
| 5Y | -88.7% | -67.8% | -20.9% | -83.3% |
| 10Y | +2,382.5% | -48.5% | +2,430.9% | +2,157.3% |
| All | +285.6% | -14.0% | +299.5% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling