+1,947.8%
ENPH vs VSH
+179.3%
+1,768.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.9% |
| 7D | +1.5% | +3.1% | -1.6% | -0.4% |
| 30D | -12.9% | -5.7% | -7.2% | -10.5% |
| 3M | -27.1% | -42.5% | +15.4% | -2.8% |
| 6M | -15.4% | +82.7% | -98.1% | -44.0% |
| YTD | +15.0% | +118.2% | -103.2% | -33.1% |
| 1Y | -0.7% | +109.7% | -110.4% | -41.4% |
| 3Y | -69.3% | +35.3% | -104.6% | -77.6% |
| 5Y | -76.7% | +65.6% | -142.3% | -85.5% |
| All | +1,947.8% | +179.3% | +1,768.5% | +707.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling