+255.2%
ENPH vs VMC
+620.8%
-365.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | -8.4% | -1.3% | -7.2% | -7.8% |
| 30D | -11.2% | +15.5% | -26.6% | -17.7% |
| 3M | -36.1% | +0.6% | -36.7% | -36.3% |
| 6M | -37.9% | +2.1% | -40.0% | -39.1% |
| YTD | -18.7% | -1.6% | -17.1% | -19.4% |
| 1Y | -9.8% | -1.2% | -8.6% | -10.8% |
| 3Y | -66.8% | +35.3% | -102.1% | -73.3% |
| 5Y | -89.6% | +43.6% | -133.2% | -92.0% |
| 10Y | +2,186.8% | +126.7% | +2,060.1% | +1,198.4% |
| All | +255.2% | +620.8% | -365.6% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling