+255.2%
ENPH vs VSH
+175.5%
+79.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.6% | -0.2% |
| 7D | -8.4% | +14.3% | -22.8% | -16.0% |
| 30D | -11.2% | -7.9% | -3.3% | -10.0% |
| 3M | -36.1% | -19.9% | -16.2% | -31.1% |
| 6M | -37.9% | -30.5% | -7.4% | -29.5% |
| YTD | -18.7% | +85.7% | -104.3% | -51.6% |
| 1Y | -9.8% | +98.9% | -108.8% | -48.8% |
| 3Y | -66.8% | +32.1% | -98.9% | -77.5% |
| 5Y | -89.6% | +39.7% | -129.3% | -93.4% |
| 10Y | +2,186.8% | +117.6% | +2,069.3% | +892.6% |
| All | +255.2% | +175.5% | +79.7% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling