-77.2%
ENPH vs VMC
+48.3%
-125.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.2% | -3.6% |
| 7D | +3.4% | -5.3% | +8.7% | +6.5% |
| 30D | -10.3% | -12.3% | +2.0% | -3.5% |
| 3M | -31.4% | -10.3% | -21.1% | -27.6% |
| 6M | -10.1% | -8.6% | -1.6% | -6.8% |
| YTD | +14.6% | -11.9% | +26.5% | +20.2% |
| 1Y | -3.2% | -13.9% | +10.7% | +2.5% |
| 3Y | -69.5% | +18.2% | -87.6% | -75.4% |
| 5Y | -77.2% | +47.7% | -125.0% | -84.2% |
| All | -77.2% | +48.3% | -125.5% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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