+400.3%
ENPH vs VICR
+2,170.0%
-1,769.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.5% | -3.9% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | -10.3% | -11.9% | +1.7% | -7.6% |
| 3M | -31.4% | -35.1% | +3.8% | -23.3% |
| 6M | -10.1% | +8.1% | -18.3% | -16.2% |
| YTD | +14.6% | +67.8% | -53.2% | -8.6% |
| 1Y | -3.2% | +267.3% | -270.5% | -41.2% |
| 3Y | -69.5% | +191.2% | -260.7% | -82.6% |
| 5Y | -77.2% | +48.1% | -125.3% | -85.9% |
| 10Y | +1,940.0% | +1,546.1% | +393.9% | +392.0% |
| All | +400.3% | +2,170.0% | -1,769.7% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling