-69.0%
ENPH vs VLTO
+27.2%
-96.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -2.4% | -2.3% | -0.1% | -1.6% |
| 30D | -6.6% | -0.9% | -5.7% | -6.3% |
| 3M | -46.8% | +13.8% | -60.6% | -49.7% |
| 6M | -14.7% | +2.0% | -16.7% | -15.3% |
| YTD | +13.5% | -3.2% | +16.7% | +14.8% |
| 1Y | -0.4% | -9.2% | +8.8% | +6.1% |
| All | -69.0% | +27.2% | -96.2% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling