+429.0%
ENPH vs VMC
+567.0%
-138.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.6% |
| 7D | +9.3% | -0.5% | +9.8% | +9.5% |
| 30D | -7.3% | -9.1% | +1.8% | -2.5% |
| 3M | -31.7% | -4.1% | -27.6% | -30.7% |
| 6M | -3.5% | -5.5% | +2.0% | -1.7% |
| YTD | +21.2% | -8.9% | +30.1% | +25.1% |
| 1Y | +0.1% | -12.9% | +13.0% | +5.5% |
| 3Y | -67.7% | +22.1% | -89.8% | -72.7% |
| 5Y | -76.2% | +52.7% | -129.0% | -82.2% |
| 10Y | +2,057.2% | +152.7% | +1,904.5% | +1,032.9% |
| All | +429.0% | +567.0% | -138.0% | +46.7% |
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