-77.8%
ENPH vs VLTO
+56.4%
-134.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -8.4% | +1.0% | -9.4% | -8.7% |
| 30D | -11.2% | +17.5% | -28.7% | -15.6% |
| 3M | -36.1% | +21.4% | -57.5% | -40.0% |
| 6M | -37.9% | +38.1% | -76.1% | -45.0% |
| YTD | -18.7% | +19.0% | -37.7% | -23.1% |
| 1Y | -9.8% | +20.7% | -30.5% | -16.1% |
| 3Y | -66.8% | +64.3% | -131.1% | -77.6% |
| All | -77.8% | +56.4% | -134.1% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling