+1,919.4%
ENPH vs VIG
+250.0%
+1,669.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.5% |
| 7D | -0.1% | -1.1% | +1.0% | +1.5% |
| 30D | -10.8% | -2.7% | -8.1% | -7.0% |
| 3M | -33.8% | +2.5% | -36.4% | -36.3% |
| 6M | -16.1% | +9.2% | -25.4% | -25.6% |
| YTD | +13.4% | +9.8% | +3.6% | +0.3% |
| 1Y | -2.6% | +12.4% | -15.0% | -16.2% |
| 3Y | -70.3% | +55.9% | -126.1% | -84.0% |
| 5Y | -77.0% | +63.9% | -141.0% | -88.1% |
| All | +1,919.4% | +250.0% | +1,669.4% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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