-77.2%
ENPH vs VSH
+67.3%
-144.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.8% |
| 7D | +3.4% | +3.5% | -0.1% | +1.4% |
| 30D | -10.3% | -4.4% | -5.9% | -8.7% |
| 3M | -31.4% | -45.8% | +14.4% | -8.1% |
| 6M | -10.1% | +90.1% | -100.3% | -37.4% |
| YTD | +14.6% | +120.3% | -105.8% | -28.0% |
| 1Y | -3.2% | +112.2% | -115.4% | -38.4% |
| 3Y | -69.5% | +36.6% | -106.0% | -75.3% |
| 5Y | -77.2% | +67.0% | -144.3% | -83.9% |
| All | -77.2% | +67.3% | -144.5% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling