+395.5%
ENPH vs VFC
-44.3%
+439.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.8% |
| 7D | -2.4% | -1.6% | -0.8% | -1.7% |
| 30D | -6.6% | -11.6% | +5.0% | -1.9% |
| 3M | -46.8% | -18.1% | -28.7% | -43.1% |
| 6M | -14.7% | -27.4% | +12.6% | -5.2% |
| YTD | +13.5% | -24.8% | +38.3% | +24.1% |
| 1Y | -0.4% | -8.2% | +7.8% | -1.3% |
| 3Y | -71.7% | -29.1% | -42.6% | -73.6% |
| 5Y | -79.1% | -79.2% | +0.1% | -63.3% |
| 10Y | +1,898.4% | -68.1% | +1,966.5% | +2,143.2% |
| All | +395.5% | -44.3% | +439.8% | +246.4% |
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 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