+429.0%
ENPH vs VIG
+443.1%
-14.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +8.1% |
| 7D | +9.3% | -0.4% | +9.7% | +9.9% |
| 30D | -7.3% | -2.1% | -5.2% | -4.0% |
| 3M | -31.7% | +3.3% | -35.1% | -35.2% |
| 6M | -3.5% | +9.3% | -12.8% | -15.5% |
| YTD | +21.2% | +10.1% | +11.0% | +5.4% |
| 1Y | +0.1% | +14.7% | -14.7% | -18.0% |
| 3Y | -67.7% | +56.9% | -124.6% | -83.9% |
| 5Y | -76.2% | +62.9% | -139.2% | -88.5% |
| 10Y | +2,057.2% | +241.3% | +1,815.9% | +174.4% |
| All | +429.0% | +443.1% | -14.1% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling