+1,919.4%
ENPH vs VICR
+1,679.8%
+239.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.2% | -12.5% | -4.6% |
| 7D | -0.1% | +5.0% | -5.0% | -1.6% |
| 30D | -10.8% | -12.5% | +1.6% | -8.3% |
| 3M | -33.8% | -33.6% | -0.2% | -27.2% |
| 6M | -16.1% | +10.7% | -26.8% | -22.0% |
| YTD | +13.4% | +80.6% | -67.2% | -10.2% |
| 1Y | -2.6% | +288.4% | -291.0% | -40.0% |
| 3Y | -70.3% | +213.8% | -284.0% | -82.8% |
| 5Y | -77.0% | +58.8% | -135.9% | -85.4% |
| All | +1,919.4% | +1,679.8% | +239.7% | +483.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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