+255.2%
ENPH vs VO
+397.3%
-142.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -8.4% | +3.1% | -11.5% | -13.1% |
| 30D | -11.2% | +2.2% | -13.4% | -14.1% |
| 3M | -36.1% | -2.5% | -33.6% | -32.9% |
| 6M | -37.9% | +7.0% | -44.9% | -43.3% |
| YTD | -18.7% | +14.0% | -32.7% | -32.8% |
| 1Y | -9.8% | +15.6% | -25.5% | -27.1% |
| 3Y | -66.8% | +66.2% | -133.0% | -85.4% |
| 5Y | -89.6% | +36.6% | -126.3% | -93.2% |
| 10Y | +2,186.8% | +199.0% | +1,987.9% | +300.7% |
| All | +255.2% | +397.3% | -142.1% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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